it might the power management of windows\BIOS that is expecting a message from explorer.exe that its safe to shutdown. in windows, the desktop background is not among the things that are "put away" when windows shuts down the problem might be able to be solved within the system BOIS, were you can sometimes set a time out after the shutdown sequence has ben initiated; becuase the BIOS does take a part in it.it
could also be solved by changing to a older version of windows e.g. win.2000.