Go to Start then select Run
Type 'Regedit' and click OK
In the Registry Editor window that opens up, locate the following path: HKEY_CURRENT_USER\Control Panel\Desktop\
On the right side of the window, select 'WaitToKillAppTimeout' and Right click to select 'Modify'
Change the value to 1000 and Click OK to close the pop up window.
Now follow by selecting 'HungAppTimeout', on the right hand side of the window itself and follow the same procedure of Right clicking and selecting 'Modify'
Change the value to again 1000and Click OK to close this pop up window too.
Now locate HKEY_USERS\.DEFAULT\Control Panel\Desktop and on right hand side the files that the folder displays, Select 'WaitToKillAppTimeout'Right click and select 'Modify'
Change the value to 1000 once again and Click OK
Lastly locate HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\
Select 'WaitToKillServiceTimeout' from the right side of the window and Right click on it to select 'Modify'
Change the value to 1000and Click OK
And you are done with reducing the delay in shutting down for win xp!