This is just a guess but it seems when working on a friends machine a while back I recall MSN Messenger loading automatically on startup. Is it installed by default when you installed the MSN software? It could be getting called from somewhere other than your startup folder. Could this be your problem? Maybe a bad install or corrupted program file keeps Messenger from shutting down properly and it's causing the shutdown hangup? Doesn't MSN have a startup option in the Preferences tab? There should be a box which you can uncheck... it should say 'Start MSN Messenger at startup' or something along those lines.