Windows XP Shutdown Problem

I am having problems with shutting down Windows XP.

When I attempt to shut down or restart by clicking "Start," "Turn Off
Computer" the system seems to ignore the command and continues running
on the desktop.

The system cannot be shut down from the task manager either.

This seems to be a common problem.

I have visited this site: http://aumha.org/win5/a/shtdwnxp.php but my
problem does not appear to fit into any of the categories listed
therein, i.e. does not reboot instead of shut down, does not hang on
"saving your settings", does not display and error message instead of
shut down, is not slow in shutting down etc.

I have had this problem for months and have been forced to pull the
plug on my computer many a time. Sometimes, after having pulled the
plug, it will shut down perfectly a few times and then the problem will
reoccur. On a couple of occasions my computer has shut down through the
task manager. I have however pulled the plug on my computer several
times this week and the problem persists.

I have the free edition of AVG and keep it up to date - I do not appear
to have a virus. I am aware that Ad-aware (I have SE Plus), and Nero (I
have Vision Express) are programmes which can cause shut down problems
but I have had these programmes for much longer than I have had the
problem.

I know very little about computers and have been searching the web for
an answer to this problem but in vain. Any suggestions would be GREATLY
appreciated.

Thank you so much in advance for helping out a poor, desperate,
frustrated student!

Anika x