Whenever I shut down my computer (Windows XP Pro) the shutdown window tells me there is a patch to install before the shutdown is complete. The system often hangs here. Sometimes it continues through the shutdown as if the patch were installed. However, in either case the patch remains in place and the scenario repeats on each reboot.

How can I identify which patch the system is attempting to install and remove it?

Go back to windows update and let it search for updates and click install, this should apply the patch. Does the message say which patch? Anyway if anything is avail windows update will tell you. When you do this and click install updates, it should give you a file size of each update, however many there are if any. I f one shows up that needs to be updated and it has 0kb as it's size, that means the update has already been downloaded and just not installed. Hope this helps.
Post back with results to see if this helped or not