Computer Does not turn off after i when to start and turn off

Ok here is my Problem when i want to shut down my computer. the screen stay in window is shutting down and freezed. the only way i can shut it down is by pressing reset and then press the power button to have my computer shut down. does anyone know what is this ? and how can i fix it ?

well it been like that when i first build the computer i just want to see if something is wrong and i can fix it without format the computer or anyting i have let it sit there for over few hours and it still won't shut down. so not sure what is wrong with it .

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