Why does my mac stay on the pin wheel screen when I try to shut down

When I try to close my iMac down, the screen goes blank except for a spinning pin wheel. This does this for a while and I then have to turn it off manually. It doesn't do it every day but will if I've used Photoshop that day. Any help with this would be greatly appreciated.

The spinning wheel indicates something is still running. This can be caused by many things and it can be difficult to troubleshoot what is causing your spinning wheel, in order to get some ideas you may want to read over:
http://www.thexlab.com/faqs/sbbod.html

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