One last try...
Several options available.
Shut Down Computer Shortcut - Create
or the hands on Registry way;
For XP; Go to Start then type Regedit in Run option. Here locate the location to:
HKEY_Current_UserControl PanelDesktop
Here in right side panel, double click on AutoEndTasks and here its default value is 0. Now change it to 1.
Now in same side panel double click on value name WaitToKillAppTimeout. Its default value data is 20000; now change this value of WaitToKillAppTimeout to 10000.
The key WaitToKillAppTimeout is replaced by WaitToKillServiceTimeout in Vista and the location has also changed.
In Vista navigate to HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control
In right pane, look for WaitToKillServiceTimeout and double click on it. Change the value to around 10000. Click on OK.
Now close the registry editor.
You should make a backup of your Registry before committing to making a change and save it somewhere safe. File/Export etc...
PS. Manual Registry change for XP/Vista included for others, and because my Win 7 kit is not in the same location as me. I imagine (ie, don't know) but the Vista change may be similar to 7.