When I turn off my computer I get the message: "Click Turn Off to install important updates and turn off your computer". When I comply it sometimes goes off right away and at other times it takes forever. But when I investigate, I get the following:

I get the message that: The following updates could not be installed:
And: The following updates were not installed
And: Microsoft. Net Framework 2.0 Service Pack 1 (kb11108060)

Have Windows X Home Ed Service Pack 2 (build 2600)

By default, Windows XP SP2 will download updates automatically in the background.

When you go to shut down, Windows will install the updates it downloaded earlier. (Typically on the week of "patch tuesday") This will delay your shutdown time by however long it takes to apply the updates.

If you are in a hurry, look carefully at the shutdown window. There will be a small link that says "Shutdown without installing updates". The link is small to encourage you to click the big red button and get the patches with it.

Some updates must be installed solo, so if they're bundled with other patches, the installation will fail. Windows will usually try again next shutdown and succeed.

Hope this was helpful.