You can go to this link for a 'fix'. It worked for us.
http://www.windows-help.net/WindowsXP/troub-05.html
"Gary" wrote:
> After downloading the following up date:
>
> Cumulative Security Update for Internet Explorer for Windows XP Service Pack
> 2 (KB834707
>
> Windows now offers 2 shut downs one to shut down without applying the update
> and one which does.
>
> However, when I select to apply the updates windows goes to a shut down
> screen telling me that update one of one is installing and not to turn off my
> PC as it will shut down on its own after the update - But it doesn't!
>
> Any ideas anyone?
>
> Thanks Gary