Shut down error message

[Gil]

Hi

I updated my recently purchased XP Home edition to the
service pack 1 and all critical updates because of the
blaster worm and did all relevant steps to protect my pc.

I now notice a strange message when shutting down the
station.
There is a brief (so brief I dont have time to read it)
message just before it shuts down saying something like:
"Can't load program because station is shutting down"

I haven't managed to cath the name of the dll or exe this
is referring to as it is too fast.

Anyone have ideas

Thanks
Gil