I had the same issue. For me, it was that I had some unused IDE channels disabled in the BIOS, which prevented shutdown. Re-Enabling them fixed it.
In general, to fix this problem, you can try a bunch of things;
1) Check device manager and make sure everything is installed. (No devices should have a question mark.)
2) Install SP1, or updates (although this probably won't do anything)
3) Update chipset/video drivers.
If that doesn't work, then try and unplug devices 1 by 1 until you find a culprit...