Windows 95 Shutdown problems
By: Arie SlobWhen you shut down your computer after you install Internet Explorer with the Windows Desktop Update component, your computer may stop responding (hang).
This also seems to happen frequently to users who install Outlook 98.
According to Microsoft, this problem no longer occurs in Internet Explorer 4.01 Service Pack 1. To obtain Internet Explorer 4.01 Service Pack 1, please visit the Microsoft Internet Explorer Web site.
More information and a work around can be found in Microsoft's Knowledge Base Article 178941
See also How to Trouble shoot Windows 95 Shutdown Problems.