Originally posted by Counter-Strike
So I end it, then it shuts down. I can't get it to go straight to shutdown without that damn rundll popping up, and I have to end it.
The dialog you're seeing is telling you that a process/service has failed to execute or respond. You're presented with the kill command "End Now" but in case you're not paying attention or aren't around, the progress bar indicates a timer that will automatically kill the process after time.
rundll32 is a standard Windows process used by numerous applications and drivers. Something's messed up. Either you have a bad driver, an incorrectly installed application, a program with a leak, or yer registry needs cleaned.
Re-update all your drivers and then update all your applications. You can try a Windows repair, but with an OEM disk you may run out of license uses.