When I try to close down my computer, a message comes up saying 'ending program please wait, but there is no program running. Please, can anyone help me solve this problem, I would be most grateful. Many thanks

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"but there is no program running" - maybe no program is running that you know 
about :-(

Beginning at the beginning:

To shut down. XP has to terminate all running programs and processes. It can hiccup 
on:

1. Applications which aren't built properly and so don't respond correctly to the 
request to go away.

2. Malware processes, which will not show up as "Applications" in Task Manager although 
they will show up as "Processes".

3. Defective hardware/drivers (possible, but this is the least likely).

Eventually XP gives up on the offending item and shuts down anyway.

You have a series of options how you tackle this, probably depending on your knowledge 
and skills:

A: Ignore it, and XP will shut down eventually

B: Reduce the time before XP times out on the offender. Post back if you want to 
know how to do this.

C: Look through Task manager for Processes which seem to be applications and are 
not labelled as system processes. Their name might give you a clue - could be a Virus 
Checker (Symantec used to cause this in a previous version) or something like a webcam 
(Logitech ditto) etc

D; Look through Device Manager for devices with a yellow exclamation mark, which 
may indicate where the issue is.

Anyway I would run some malware scans (Spybot, AdAware, SuperAntiSpyware - all free) 
and clear out your temp files (CCleaner is best for this).

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