Win Xp Pro, Shutdown twise

[Mr. A.M.]

When i shutdown Windows XP Pro with SP1 ,it closes all
the opend windos of other applications "as any shutdown
normally do" and closed some icons in the taskbar like
the one for antivirus program and network connection.
then it does nothing and windows does not shut down and i
can still start applications but some i can not like the
antivirus program because it was shutted down by Windows.
then when i try to shutdown windows again it shutdown
normally. so know i shutdown windows twise every time to
shut down my laptop.
PLZ help