Screen Shots
Screen Shots ARE your FRIEND!
So Is Information!
One thing you may want to do is a Cntrl+Alt+Delete.
Do this first when the 'Alleged' "ShutDown" Window appears
This SHOULD bring up some options, if you're running XP Pro, depending on how and who your OS was set up, you should have the option to log on, and the option to start the task manager with this.
Since I don't have any information regarding the nature of the operating system you are using, I'm going to go on the assumption that it's windows.
This means, it's either Vista, XP, or 7.
Now, I'd hope if it where 7, you'd be posting this on the Microsoft boards as well. Since' I'm going to assume you're not in 7 now, and you don't care for Microsoft's opinion on it, I'm gonna tell you this:
-1) There is a processes tab in the task manager, you can use this to attempt to curb any malicious activity on your machine by manipulating what processes you leave running. I'm going to assume at this point, that you DO NOT have any word processors, or any other applications running, that do not directly affect your ability to interact with teh machine. I'm also going to assume at this point that you've unplugged an removed any external hard drives, or other devices you have connected to your machine, that are not a single mouse and keyboard.
-2) I'm going to assume that this "SHUTDOWN" window, hasn't ever actually shut down the computer yet!?!?!
-3) I'm going to have to work on the assumption that you're not talking about the window that updates you that Microsoft is done with it's next regiment of security updates and wants to restart your computer for you.
-4) I've got to operate on the assumption that there is no indication to have you purchase anything, or confirm anything, and there's no where for you to put in your email address.
At this point I have to say that, if the shutdown box you speak of, is what I'm thinking it is, you have a virus, and the only way you're going to get rid of "IT", is going to be to reinstall your operating system, or choose a better and new, much faster and freer operating system.
Now, I could sit here and beat around the bush with you, but the fact of it is, you're probably not in the mood for that, you want the straight hard truth, and the truth is, if you've got a box that pop's up over everything else on your computer, without you asking or telling it to, and it says it wants to shut your computer down, then someone else has way more control over your PC than you're ever going to have again, unless you format everything and start from scratch.
If you decide this is you, and you want to know how to go about doing it, simply ask and I'll continue.
If you're in a different operating system than I descried, please go ahead and give us some more information so we know how to help you.