Improve Windows XP Shutdown Speed

   This tweak reduces the time XP waits before automatically closing any running programs when you give it the command to shutdown.
Go to Start then select Run
Type 'Regedit' and click ok
Find 'HKEY_CURRENT_USER\Control Panel\Desktop\'
Select 'WaitToKillAppTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'
Now select 'HungAppTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'
 
Now find 'HKEY_USERS\.DEFAULT\Control Panel\Desktop'
Select 'WaitToKillAppTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'
Now find 'HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\'
Select 'WaitToKillServiceTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK' 

source 

Hack2007