Brother, there was another forum mentioning a similar rundll32 shutdown problem.
http://www.annoyances.org/exec/forum/winxp/t1080499044
Please try to check if your PC has the mentioned 'bridge.dll' and remove it accordingly.
On the other hand, we can get a workaround for this problem by using a third party shutdown program
Super Fast Shutdown 1.0
I didn't use it before although my friend told me that it was a good software to faciliate fast XP shutdown and bypass this problem. Of course, the danger of this software is that the PC will be forced to shutdown immediately disregarding whether you have any unsaved data e.g. office documents, word or excel.
If the above alternatives do not work, the worst case is to re-install the WinXP, which I think you and I don't want to see and adopt.
Last but not the least, please perform a full backup such as ghost backup before performing any actions e.g. dll clean-up or even installation of the software to make sure the PC can be resumed and recovered to the current situation.