shut down!

I just installed windows xp, when I try to shut down the
computer, the screen goes black and tells me it is safe
to shut down now, so the only way I am able to shut down
is to hard close, keeping my finger on the button till it
shuts down. Not like windows 98 where it will ask you if
you want to restart or shut down etc. I was told I need
to down load a shut down? I hope you can help me.