Found this somewhere
How to improve on shutdown time ? Close apps automatically & quickly at shutdown
Open Registry by going to START-RUN and typing REGEDIT. Navigate to HKEY_CURRENT_USER\CONTROL PANEL\DESKTOP and look for AutoEndTasks. On my computer default value is 0. Change it to 1. Thats all. Further more you can reduce the time it takes for Windows to issue kill directive to all active/hung applications. In doing this only constraint that you should make sure exists is that HungAppTimeout is greater than WaitToKillAppTimeout. Change the values of WaitToKillAppTimeout to say 3500 (since default value for HungAppTimeout 5000 and for WaitToKillAppTimeout is 20000)
Greetz