Well you can force a shut down by simply pressing & holding the power button for 5 secs. You really wont hurt the os's feelings. Besides, if theres any updates that need to be downloaded (just in case), go ahead & download them. If it still doesnt shut down on its own, then let us know. Also please let us know of the operating system version (Windows XP, Windows Vista, Windows 7).
Also, in the future, please make sure to post issues like this in the tech help area.