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This tweak reduces the time XP waits before automatically closing any running programs when you give it the command to shutdown

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'

Now select 'HungAppTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'