When i have been surfing or playing online, i come to shut down my Win XP Pro system, i have now to wait, after pressing shutdown, for ieplore to end! Windows ends the program for me? But i think this happened after i installed then uninstalled the binatone usb modem for my Draytek 2600 router, now every time i shut down(after internet use) i have to wait till it has shut down iexplore before it powers down.
In IE is it set to allways dial ? Th eonly thing that springs to mind is that its set to dial and some software is trying to dial the net as you shut down.
It may be worth checking for any spyware running which may do this. Before you shut down exit IE and check in taskmanager that it has gone.
It may be worth checking while you have the pc on to see if IE opens by its self in task manager as it may give a clue as to whats happening. Try using msconfig and see what you have starting when you boot, disbale anything you dont want