Hello akd200 and welcome to Seven Forums.
If you suspect that the window that flashes by is saying something needs to be shut down before Windows 7 can shut down, I have to ask: are you shutting down Windows 7 while you still have other programs running? If so, close all open programs before shutting down Windows 7. And how are you shutting down Windows 7? With the computer power button or by clicking the Start orb > Shutdown?
It's also possible that you may have malware on your system. What security program(s) do you use and have you scanned your computer recently for malware?