Can’t cancel shut down. Forced to force quit

Every time I try to shut down or restart my pc i get a grey screen with text saying
“1 program still needs to close
Waiting for explore.exe
Playing log off sound…”
And the options “force quit” or “cancel”.

I can force quit and shut down/restart with no problem, but if I click cancel nothing happens. I’ve tried leaving applications running like firefox and ms word while shutting down to see if that would enable the option but nothing changed.
Also, occasionally windows won’t respond or delay an action. I’ve only noticed these problems after I reinstalled windows 7.

How can I fix the explore.exe and grey screen problem?

Literally it means you haven't closed 1 of those programs, and it prompts to let you know so you can prevent data loss. Are there actually any explorer windows open when shutting down? What AV do you have, your antivirus may be keeping it busy.

I used clean boot and the explorer.exe didn’t come up, when I left a few programs running and restarted, I was able to press cancel. before if explorer.exe was in the list of programs that needed shutting or was the only one, I couldn’t press cancel and go back only force quit or it would shut down after a few seconds.

I’m using AVG free edition thinking of changing.

Thanks, I’ll give it a try