Windows xp won't shutdown properly

Basically, my pc won't shut down properly after I select Turn Off Computer. As far as I can tell, it begins the process, then gets to the "Windows is shutting down" screen, then my monitor, mouse and keyboard turn off, but my tower remains on
The only way I can turn it off fully is to hold the power button, which I dislike doing. Also, the reset button works, but resetting from the desktop dosen't

TL;DR - Pc won't shutdown after selecting Turn Off Computer

I've heard there can be a number of things causing this, is there any way I can know which it is, and is there anything I can do?

This is a very common problem.
You must smoke moar

Sounds to me that your computer is rather old and has trouble with resources.

What you can try is manually closing a few programs you may have running or try another desktop environment that takes far less resources than explorer.exe .

You can try with BB4win it's only 6mb and very lightweight!

http://bb4win.sourceforge.net/