I stumbled across the following at M$ when searching for a fix
to the topic.
I've tried it with good results on WinXP, thought I'd pass it along
in case someone else has the same problem.
The User Profile Hive Cleanup service helps to ensure user sessions are completely terminated when a user logs off. System processes and applications occasionally maintain connections to registry keys in the user profile after a user logs off. In those cases the user session is prevented from completely ending.