I have a problem with my home built computer. It has the following components:
AMD Athlon XP 2400+
512MB DDR PC2100
Windows XP SP2 (the problem also occured when I was running Win 2000)

Sometimes when I shutdown my computer, it does not shut down properly.
The computer goes through the process of shuting down and at the very
end I hear the computer click like its shutdown, but it stays on
(fan, status LEDs). However, during this sort of on state, it is not
responsive to any keyboard commands, on/off button, or reset button.
So I have to hit the power switch on the back of the power supply.

Does anybody know what the problem is?
Feel free to ask for clarifications.

Hi dsaini408,
   Its a normal problem with many windows XP user's. Try Installing of
Fast shutdown freewares like "FlexRestart" I am using this to solve
this problem. You can also go through some helping references.
http://www.aumha.org/win5/a/shtdwnxp.php
http://www.theeldergeek.com/shutdown_issues_in_xp.htm
http://www.techspot.com/vb/topic38920.html
Or Microsoft support
http://support.microsoft.com/default.aspx?scid=kb;en-us;308029

You can also use winboost
http://www.magellass.com/shutdown_tweaks.html
Check out the thread regarding the same problem
http://www.velocityreviews.com/forums/t173438-re-windows-xp-shutdown-problem.html
Others
http://reviews.cnet.com/4520-10165_7-5554402-1.html
Or try manually shutting down the computer with command prompt.
Let me know if this has solved your problem

Another thing is You can make a shortcut like Windows Shutdown
http://www.maxpatch.com/shutdown.html
Some times driver's can cause this type of improper shutdown so try
updating the driver. let us know whether that shutdown act well at
Windows 98 SAFE MODE.
If it works then it is simple problem related to windows

Its mean your registry is corrupted you have to clean the registry if
your not familiar with registry you can get -www.winaso.com its clean
your registry make more faster to start up and shut down one more
thing when you remove any software which is installed in your system
you will be doing this

Start-> setting->control panel->add/remove program 


What happen if you flow above step only software will be removed the
not related registry due to this problem system registry get corrupt
to remove complete program and related registry only try this
-www.ursoftware.com/?ref=startmenu

By using uninstaller you can easy remove any program which you have
installed it will remove your software +related registry only and also
you can maintain start up program so that unwanted program will not
start up when you on the computer e.g. yahoo messenger, icq and give
high speed start up and shut down give a try there give free trial if
you like you can buy it

Erm...   Sounds like a hardware problem to me, especially since he
says he had the same problem with Win2000. Sorry I can't help you
more, though (is it the Motherboard? Power supply? RAM? I don't know).

Yea, sounds like a hardware problem. 
The problem has occured since I put the computer together. Since then
I had to reinstall windows 2000 a few times, and then I installed
windows XP.

remove the power cord that goes to motherboard from S.M.P.S and
reattach it firmly and remove RAM and reattach it on motherboard.

Even if your problem is not solved then you may need to reinstall windows

This is certianly NOT a normal windows XP problem.

I have been using Windows XP since before it was pressed to GOLD CD
and the last time I heard of this being normal was the mapped drives
shutdown bug on windows 98!!

usrhlp

Re-install the Athlon chipset driver.

You say sometimes?

If it were always, then it could be the motherboard that doesn't
accept the command that Windows sends. Older motherboards didn't know
how to shut down everything. Having said it's unlikely to be the case
if it's a recent motherboard.

If it's sometimes, maybe it's a defective motherboard, that sometimes
manages to shut down properly but sometimes doesn't.

I'd try running a motherboard diagnostics tool.

To me, it looks to be malfunctioning of SMPS. I come to this conclusion because
of 2 reasons. One, irrespective of the OS, this prob. occurs. two, the system is
actually shutting down and the interacting devices lose power. Even
after this stage power seems to flow to fan and lcds from SMPS.
In this scenario, I would ideally borrow an SMPS from a pal and check
it out with his SMPS fitted in my system. This would validate my
assumption.

I would go through the links provided by deepeshdeomurari-ga and
ignore the other  commentary.