Problem with shut down.

[persianxballer]

I just built a new PC and everything is running perfectly. However, sometimes when I shutdown, the computer never does shut down. The screen just says "Windows is shutting down" but never does.

What could be causing this and does it hurt the PC to turn it off when it says that?

 

[persianxballer]

Please reply.
I really need to know if this endangers my new PC.

 

[Counter-Strike]

Could be a RAM error. Run Memtest86 for 6+ hours and see if any errors happen. If not, I would say PSU or CPU.