If you've encounter the WMI idle message box when shutting down Windows XP, here's one of the solutions.
Nero runs a service in the background that monitors your CD/DVD drive. It is run on startup but you don't really need this service.
To prevent it from running on startup:
1. Click START -> Run
2. Enter MSCONFIG in the Open box.
3. The System Configuration Utility window will appear.
4. Click on the Startup tab.
5. Go down the list and untick NMBgMonitor.
6. Click OK and restart your system.
7. A window will appear saying some startup programs are disabled.
8. Tick "Never Show this Message again" and click OK
Your problem should now be solved.
If you are not running Nero, then check out Micorsoft's home page on their technical forums for additional help.