Try this, maybe it'll help.

(This is on Win2k - I assume XP is similar.)

In an Explorer window, click on Tools -> Disconnect Network Drive. Kill any connections shown before shutting down, or use it to figure out what's hanging.

I believe shares can be indicated in your Registry as well and it might be trying to update things there - shares that aren't active. Finding those can be a bit of a pain, but you can do it using what's outlined [link|http://z.iwethey.org/forums/render/content/show?contentid=273688|here].

HTH a bit. Please report back if you get it resolved.

Cheers,
Scott.