If you have no use for the Shutdown Event Tracker, you can safely disable it.

To do so, open the Group Policy Object Editor Console. Click on Start, then Run, and type gpedit.msc and press OK.

Navigate to Computer Configuration > Administrative Templates
> System, and in the right hand pane, select the “Display Shutdown
Event Tracker” setting.

Double click this setting to open the Properties page. You are now
given the option to leave it in a default state of Not Configured, or
you can set it to Always Enabled, Enabled for Servers/Workstations
(Windows XP Pro) or Disabled.

Note:
When you enable the Group Policy for Server only,
the Shutdown Event Tracker appears when you shut down a computer
running Windows 2003, whereas for Workstation only, the Shutdown Event
Tracker appears when a computer running Windows XP Professional is
shut down.

After you make the change to the Group Policy, open the Command
Prompt (Either through Start > Programs or Start > Run >
cmd.exe) and run

gpupdate /force

to refresh the policy and have your settings be applied straight away. Alternatively, you can just restart the machine.

When you next attempt to shutdown or restart the machine, the
Shutdown Event Tracker will no longer be visible and the normal
shutdown prompt will appear.