Windows 7 Will Not Shut Down Properly

I am running windows 7 64 bit on my desktop PC. I have had it for...something like a year and a half now. And just in the last couple weeks I have suddenly had this problem. The issue is that my Windows apparently cannot shut down properly. It shuts down, there is no hanging up or anything. Any time I shut down or restart, it goes to the blue "Shutting Down" screen and message, the cursor does it's rotating "timing" thing, and then the system shuts down. But when it restarts, I get the "Windows did not shut down successfully" and it asks me if I want to start in one of the safe mode variations, or to start normally. Every single time. Windows shuts down, but then restarts and tells me it did not shut down properly. And many changes I made before shutting down were not retained, but some are. For example, I patched a game, and that information was retained on restart. But I moved some desktop icons around, bookmarked some pages in Firefox, closed Firefox pages, changed msconfig for a clean boot, and none of those changes were retained.

I have gotten a screen freeze and BSOD a couple of times in the last few weeks as well, but only a couple of times, while the "failure to shut down properly" problem happens with every single shutdown and restart I do.

I'm losing my mind a bit here. The only real practical problem it's causing me at the moment is that every time I restart my computer, I have to rearrange my desktop icons, and every time I open Firefox, it wants to restore a session I had closed and exited from, and I can't bookmark any websites. It's annoying, but doesn't keep me from functioning.