This tweak reduces the time XP waits before automatically closing any running programs when you give it the command to shutdown.
Just follow these steps and increase your shutdown speed:-
Go to Start then select Run
Type 'Regedit' and click ok
Find 'HKEY_CURRENT_USER\Control Panel\Desktop\'
Select 'WaitToKillAppTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'
Step-2:-
Now select 'HungAppTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'
Step-3
Now find 'HKEY_USERS\.DEFAULT\Control Panel\Desktop'
Select 'WaitToKillAppTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'
Step-4
Now find 'HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\'
Select 'WaitToKillServiceTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'