I use the following Registry hack to shorten my shutdown times in XP/Vista and 7. On my Vista machine I have the WaitToKillServiceTimeout set to 20000, (20 seconds) You can have it as a smaller time, but this may cause snags.
The Hack for Vista and W7.
1.Click on Start.
2.Open Run command and type regedit.
3.In the regedit go at the following Location:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control
4.In the right pane, right click on WaitToKillServiceTimeout and click on Modify.
5.Type in a number between 2000-20000 (2-20 seconds) and click on OK.
6.Now Close regedit.
7.Restart your Pc.
The XP link from MS
HERE, which talks about increasing the timeout, but gives some extra info on the subject.
and a link
HERE to a short BB discussion on it.
My W7 kit shuts down in 10 seconds.