End Program message when shutting down

[Guest Wish I was diving]

Out of the blue I get a 'End Program' message when I try to shut down Windows

XP2. If I end the program the computer shuts down and no harm seems to be

done. The message is regarding the rundll32.exe. If I click cancel I get

another non-responsive program GDI+ Windows (no idea if that's supposed to be

so after not ending rundll by force). What can be done?