When a user shuts down Windows XP, first the system has to kill all services
currently running. Every once in a while the service does not shut down
instantly and windows gives it a change to shut down on its own before it kills it.
This amount of time that windows waits is stored in the system registry.
If you modify this setting, then windows will kill the service earlier. To modify
the setting, follow the directions below:

Start Regedit.
Navigate to HKEY_LOCAL_MACHINE/SYSTEM/CurrentControlSet/Control.
Click on the "Control" Folder.
Select "WaitToKillServiceTimeout"
Right click on it and select Modify.
Set it a value lower than 2000 (Mine is set to 200).