Go through these Cleaning steps:
1... First, try to clean up your caches, Internet files and delete cookies
by doing this:
Click Start >> Control Panel >> Double click Network and Internet
Connections >> Double click Internet Options.
On the IE properties windows you will see these Tabs:
General | Security | Privacy | Content | Connections | Programs |
Advanced
Under General Tab clear your History, Internet Files and Cookies.
Then click on Advanced tab and scroll down to under the Browsing Option:
[&] Browsing
[  ] Enable Third-Party browser extensions (Req Rest) uncheck this box.
Then click on Programs Tab and click Manage Add-Ons and Disable all non
Verified Add-Ons (You should Renable them later one-by-one and see the
culprit and update it or remove it.
How to manage Add-Ons:
http://support.microsoft.com/kb/883256
Scan for malware from here:
http://onecare.live.com/site/en-gb/default.htm?s_cid=sah
http://onecare.live.com/standard/en-gb/default.htm
User Profile Hive Cleanup Service
http://snipurl.com/5b61

After the scan run disk cleanup on your drive and reboot then perform the
usual browsing on your machine and shut down does it help?

Have a look in the Event Viewer and send us the error messages you will see
there in your next post:
Open a Notepad, customize or minimize to the taskbar as you will need it
later for this step to copy the error message on it.
Open a run command and type in:
eventvwr.msc click [OK] you will get the Event viewer control Panel.
click on each of these:
Application
System
Security
Look in the right Pane/window for error message with red (X) or Yellow
exclamation mark /!\ , double click each one to get more info about the
causer.
On the Event error properties message you will see:
Up Arrow
Down arrow
Two pages
Click on the two pages to copy the error message then bring up the Notepad
you opened earlier and right click on the first line and select Paste from
the list, this will paste the error message on a Notepad.
Please don't duplicate the error message one of each kind will be sufficient.
HOW TO: View and Manage Event Logs in Event Viewer in Windows XP
http://support.microsoft.com/kb/308427/en-us

Please we need just the error messages with Red (X) and don't repeat the
error, just one of each kind and post them back in your next post.
HTH.
nass
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http://www.nasstec.co.uk

Does this happen with every program you use, all the time?

---
Leonard Grey
Errare humanum est