When Windows shuts down, each running process is given 20 seconds to perform cleanup work by default. If a process does not respond within this time-out period, Windows displays the "Wait, End Task, or Cancel" dialog box for the process.

Try lowering the value of the WaitToKillAppTimeout setting at HKEY_CURRENT_USER\Control Panel\Desktop

The default should be 20,000 (20 seconds), but you can lower it to 15000 or 10000.

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