[NullAshton]

That's because Windows does several things at shutdown, like erase the page file.

Download tunexp.com, I've used it before. It alters certain settings in the registry, as well as defragmenting boot files and moving them towards the front of the drive, for much faster startup and shutdown times.

But if it hangs before the shut down screen, it's probably one of your programs that takes a long time to shut down. Steam does this for some reason, and usually Windows complains that it's not responding before it shuts down.