I have MSI Wind Windows XP Home laptop and I used it and closed the lid. A few hours later, I came back and it wouldn't shut down. It stayed on the blu shut down screen and there was no status like : windows is shutting down or logging off. So the next day, I tried to shut it down when I logged in. I clicked Shut Down and nothing happened. I tried it again and nothing. I clicked on Internet Explorer and it said "internet explorer could not initiate because windows is shutting down. please help. Thanks

Specks:
I have avg free
0.99g ram
120g hard drive
11" screen
Intel atom
No disk drive
Cpu fan cover clogged up with dust

Try holding down the power button until it cycles. If that doesn't work, pull the power cord then pull the battery out.

Hold down (or hold in) the power button and keep it pressed for about 8 or 9 seconds, the computer will shut down. When you turn it on again it will say that it shut down unexpectedly, select to start Windows normally. Let us know if there is any error message at boot up.

Yeah I did that but the problem is that I still have the same problem though

That was quick, no message but its still not shutting down

That was a quick answer though

Try booting into Safe Mode and remove all entries from the Startup menu.

How do I do that?

If the computer has a msi based motherboard, if I am correct in understanding your question I would recommend checking checking their website for a bios update, if you have the latest then consider running antivirus and malware scans

The first thing I would try is to press the F8 key repeatedly during start-up to get to the safe mode page. Then select "Last Known Good Configuration". That one has pulled me out of a few shut down freezes. When you go to shut down the PC, all the applications and processes that are running have to shut down before the PC will close out. If one of those programs will not shut down properly it will freeze the screen until it does close or perhaps never.