If your Windows XP machine refuses to shut down gracefully, you can try changing the advanced power management support option. When I changed this my machine was able to shut down quickly whereas before it would always hang and I'd have to hold down the power button for several seconds to get the thing to turn off. To change this setting, go to the Start menu and select Settings and then Control Panel. Once the Control Panel opens, double click on the Power Options. Once the Power Options panel opens, select the APM tab and then check the box labeled "Enable Advanced Power Management support" then click the OK button.

You should then be able to shut down your Windows without it hanging.