yes...
Only keep stuff ya use on your desktop
Don't keep big stuff in "My" folders. - My Documents, My Pictures, etc.
Move your malbox...
Clean up cookies...
In General, look at the Documents and Settings Folder, and then your Userid folder. There's lotsa stuff there like above and much more...
All your UserID folder stuff(local settings, Application Data, Cookies, MY Folder contents, etc... is stored in hives at shutdown, and it takes time! (both at startup and shutdown).
Move this stuff to some other place outa the Documents and settings folder!
Its also much safer, cause this folder is one of the more easily lost floders on any profile loss or corruption...
You'll be amazed how much faster shutdown becomes!