Not normal.
Sometimes Windows gets stuck doing different things.

I'd try several things. (This is starting out with the easy stuff.)

Change Windows to "Only Notify me"...
While "in" that setting, after a cold boot, go to Microsoft Update manually
and do a Custom Scan.
See if it is offering anything.
Accept it if you want it, and allow the install right then and there.
Hit the "don't boot right away" thing near the end and read the results page.
Then re-boot.
Repeat. Re-boot. Repeat.
When it stops finding stuff move on...
 (Patches beget more patches in the next scan often times, especially if you
have fallen behind or did a re-build, revert, or major repair of the OS.

When it settles down,
Turn back on your update settings to what you want.
Take two asprins and call me in the morning.

Rick Glazier

From: "Ron Kaplan"
>When shutting down my PC, I normally would get a message only occasionally, along with the PC Update icon, not to turn my PC off, 
>as updates would be dowloaded after shutdown. Now, this is appearing on a daily basis when I am shutting down. I'm wondering if 
>anyone else with Windows XP Pro (SP 1-3) is getting this, or does this indicate a problem? 

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