Hi Warren K

As Kemical says ....give us as much detail regarding what or what does not happen when you click shutdown at the start menu.
If it is not shutting down by normal means then some program or application is preventing it from happening. Have you installed any new software recently???
As Fatboy mentions have you updated or changed any drivers?? If you have try the rollback to previous drivers.
Another thing to try is system restore. See if this sorts the problem? If so try and remember what has changed since the last restore.
Incidently, have you installed SP1???????