First off, are you running Backup Exec or any anti-virus applications? If so, disable them and see if that solves the problem.
If the problem still exists, start looking for any other third-party drivers that might be running that could interfere with shutdown. Look down the process list in Task Manager and kill anything that does not match a pristine system.
If that does not solve the problem, start looking at firmware. Flash the BIOS on your motherboard and any peripherals. Remove all unnecessary hardware.
Try a parallel installation of Windows 2000 in a separate partition and see if you get the same behavior. If so, you know you have a hardware issue. Check to see if there are KnowledgeBase articles on your motherboard and chipset. It might not be fully ACPI compliant.
This was first published in May 2001