I have a couple of customers that are having a strange problem with Windows NT SP5.

When they try to shut down their PC, the PC screen shades and then does nothing. It will sit there until you press CTRL+ALT+DEL. You can then shut it down without any problems.
They don't have roaming profiles and they don't get any error messages. If you press CTRL+ALT+DEL, it takes you to a log on screen, not task manager. I have checked event viewer and there is nothing listed there.
I am not sure what else to check and I don't have any idea what can be causing this. I looked on TechNet and I couldn't find anything specific to this problem.
Any ideas would be appreciated.
Thanks,
Dave