This symptom is something of a wildcard. Your system might be suffering from limited resources, particularly memory, or from too many apps running concurrently (as evidenced by tons of icons in your tray). The issue tends to arise more often with 32-bit operating systems than with 64-bit ones. Check your System Properties screen (reachable via your PC's Control Panel) to confirm that the amount of memory listed is correct.
Launch msconfig (type msconfig into your Run window, and press Enter) and examine the list of apps that launch as Windows starts up. Disable unnecessary apps and services; perform a Google search of any unfamiliar names to see whether you can safely remove them.
Another possibility is that your system may be suffering from a driver conflict: Consider uninstalling drivers in Windows and then reinstalling them for your essentials (video card/sound card/motherboard/connected devices); or check Windows' Device Manager for any unknown devices, and then install their corresponding drivers.
Finally, you can try rebooting your computer into Safe mode and subjecting it to a scan for viruses and other malware--it never hurts!
During Shutdown, a Message Appears That Says 'Other People Are Logged On to This Computer'
This situation arises when you have multiple user accounts on your system and someone--for whatever reason--switched out of one of them but didn't log off before you logged in to your account. To clear up the misunderstanding, switch back over to that account by clicking the Start button and then clicking the arrow to the right of the lock icon in Windows Vista, or the arrow to the right of the 'Shut down' button in Windows 7. Click the active account, log out, and then resume the shutdown process from your main account.
Another option is to press Ctrl-Shift-Esc to access your Task Manager and then to click the Users tab to see any other accounts that are logged in to your system.
Another possibility is that Windows could be referring to you as "another user," if you are logged in to your system but are trying to shut down your PC from your logon screen.
Beep Codes Sound While My System Is Booting Up
Most motherboards provide some kind of auditory feedback to help identify a crippling issue that you're having with your PC--assuming that you've attached the requisite speaker to your front-panel headers (if your motherboard doesn't come with one built in). Depending on your machine, one beep might mean, "All is well!" A number of sequential long beeps might indicate that your video card is improperly seated in its PCI slot. One long beep followed by nine shorter beeps might signal that your BIOS has a ROM error and that you should probably clear the motherboard's CMOS.