Apps sticking on closing laptop

I have a Dell Inspiron 400 laptop and most of the time when I shut it down, two or three programs have to be manually turned off or a window just remains on the screen. the heading on one window is task panel (Earthlink) and the other one is "TRd ww:c:\Program..." On some occasion AVG also sticks.
Any ideas on why this is happening and how I can prevent it????

 

see http://techrepublic.com.com/5138-1035-5634805.html

if you are comfortable with editing th XP registry, this can speed it up. Mine was defaulting to giving slow programs 20 seconds to shut down.

 

Thanks, JG. I'll give it a look.