Shutting Down

This has happened with my computer twice. Once before
and then i formatted and installed Win XP Pro again and
it happened again. When i click the shut down button the
computer does not shut down it just stop me from using
all the programs in windows. When i click say internet
explorer it says there is a dll missing. I am still in
windows and my computer is technically shut down but the
computer will not shut off.
Please Help