SBS 2008 takes a long time to shut down. The reason is that Active Directory (AD) shuts down before Exchange, which relies on AD... It waits a long time and finally times out, allowing the shutdown process to continue. (extremely simplified - see Wayne Small's blog for a more complete explanation)

To fix it, we run a script that shuts down Exchange at the start of the shutdown process.

Enter the following lines into a script, and save it as (eg.) C:\Scripts\fast-shutdown.cmd

net stop msexchangeadtopology /y
net stop msftesql-exchange /y
net stop msexchangeis /y
net stop msexchangesa /y
net stop iisadmin /y

Now use Group Policy to run the script automatically:

1. Open the Group Policy Management Console
2. Create a new Group Policy called Faster SBS Shutdown
3. Link the policy object to the Domain Controllers OU
4. Call C:\Scripts\fast-shutdown.cmd using the following policy setting: Computer Configuration\Policies\Windows Settings\Scripts\Shutdown