This just started yesterday. When I shut down my computer it hangs up on the "saving your settings" screen.
I haven't installed any new software recently so I don't know what is causing this. I have installed User Profile Hive Cleanup Service.
Thanks for any help.

Try booting to Safe Mode (press F8 during boot). Login with your normal userid.
Do a shutdown and see if it completes.
Reboot normally, then try a shutdown.

If that doesn't help, use msconfig to determine what is causing the problem.

These are good tutorials on using msconfig in XP, Vista or Windows 7:
How to use msconfig in Windows XP
How to use msconfig in Windows Vista
How to use msconfig in Windows 7

Boot to Safe Mode.
Click on Start then Run, type msconfig and press Enter.
Click on the Startup tab, record what is currently starting then click the Disable All button.
Reboot then shutdown. See if it works.
If yes then use msconfig to enable several items at a time till you find the culprit.

If no, boot to Safe Mode. Start msconfig and click on the Services tab.
Check the Hide All Microsoft Services box, record what is currently starting then click the Disable All button.
Reboot then shutdown. See if it works.
If yes then use msconfig to enable services till you find the culprit.

Once you've found the culprit, uninstall it or find out how to eliminate it from your system. Simply disabling it in msconfig is a temporary fix at best.
Enable everything else you disabled.