Press CTRL + Shift + Esc to open the task manager.
Check the Processes tab. You will probably find a processes for a closed programm still active, maybe with a high CPU use.
When you close a programm, it's window do close and it will disapears from the running programms list, but the process itself may take quite some time to effectively finish. In some cases, it may need to do a LOT of cleanup, like freeing memory, closing and deleting temporary files, clean, update and compress a database, wait for some helper application to terminate, whitch entails still more cleanup steps.
Jou probably only need to close the problematic programm and wait untill it finishes it,s cleanup, THEN shut down.
Electro
December 2011