I think there are may programmes runs in the background. Hence while u shut down your computer the system first closed that programme then shut downs your system. Please check the task manager how many programmes runs there. In My system normally 35/36 programs runs.
u cud also try this...
open task manager by the usual method [ctrl]+[alt]+[del]
then hold [ctrl]+[shift]+[alt] then select shutdown from the option there.. it instantly shuts-down!!