I have trouble shutting down my MacBook Pro using the normal way.

I have trouble shutting down my MacBook Pro, operating Mac OS X Snow Leopard. I click on the "Shut Down" button from the Apple Menu, the screen fades to blue and I get a scrolling wheel; this lasts up to more than two hours and I still don't get any result, so I end up holding down the Power Button until it turns off. Can somebody help me, please?

Make sure you quit all your applications before shutting down.
And try resetting the SMC.
Intel-based Macs: Resetting the System Management Controller (SMC)

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