XP Pro Corp does not shut down easily

Sometimes when I try to shut down my computer for the evening, it will go through the shutdown routine very quickly and then stop at "Windows is shutting down "...it can stay there for a minute or more before the computer finally shuts off. Other times it will go past the "Windows is shutting down" and have nothing but a light blue screen (not the BSOD screen) and stay that way for an hour or more before it finally shuts down. It seems obvious to me that something is having a hard time closing, maybe a dll or a driver or service, etc. Is there anyway to be able to see what component is having problems closing. Is there some sort of program that can log each step that the computer is going through to close and pinpoint which component is the culprit?
I have all the latest patches and updates.

 

Thanks for the info Pete. I had heard about Event Tracker before, but I thought it was to troubleshoot why your computer shuts down unexpectedly.
Are you saying that Enabling Event Tracker will also help me find out why my computer is slow to shut down when I purposely initiate a shutdown?