EXPLORER.EXE-APPLICATION ERROR

I REALLY WILL APPRECIATE HELP YOU WONDERFUL FOLKS!
WHENEVER I EXECUTE A SHUT DOWN COMMAND ON MY WIN 2000 PRO (SP4), I WILL RECEIVE THIS ERROR MESSAGE:

“THE INSTRUCTION AT “OX6C3B5115” REFERENCED MEMORY AT “OX00000004″ THE MEMORY COULD NOT BE READ. CLICK OK TO TERMINATE PROGRAM.”

PLS ASSIST ME WITH HOW I CAN RESOLVE THIS PICHING PROBLEM

THANK YOU VERY MUCH