End Program Pop Up

When I shut down windows (XP Home) the End Program thing pops up real quick but doesn't ask me to OK it. I would like to find out what program is running because if I don't close it myself then I don't think it should be running. How do I found out what it might be?

There are plenty of system processes running in background even if you didn't start them. Sometimes a process fails to shut itself down fast enough, and a prompt about manual shutdown is displayed; however, when the process does terminate itself, the window disappears. This is normal...

RZA said:

There are plenty of system processes running in background even if you didn't start them. Sometimes a process fails to shut itself down fast enough, and a prompt about manual shutdown is displayed; however, when the process does terminate itself, the window disappears. This is normal...

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in that case I guess I'll just ignore it