KDB.EXE

I have a HP Computer with Windows XP Home Edition, 1.5gh (speed), 386mb (memory). When I go to shut down the computer, A gray box comes up in the center of the computer screen with the following message:

“Program Not Responding – KDB.EXE”

I have to click the “end now button” to get the computer to exit windows XP and shut down. Can anyone help me. (The error message does said KDB.EXE and not kbd.exe)