to stop the shutdown in a windows xp machine (w2k doesn't include that executable

)
run the following command after you get that message:
shutdown -a
This aborts the shutdown procedure, then go to windowsupdate.microsoft.com and get all patches (start with the most important ones automaticaly selected).
Might you get the shutdown notice again, just use the command again.
(to run a command either start a command prompt window or go to start -> run)
after that do an online virusscan to see if you got a virus, you have the sympton of several known virussus however that does not mean you actualy are infected yet (other people on the internet that are infected cause machines like yours to get the same symptons while their virus is *trying* to infect you )
If your not infected yet, another sollution would be to turn on the windows firewall by selecting the properties of your current internet connection (for example 'Local Area Connection' for standart cable and dsl.
After you got rid of it, get yourselve a proper firewall program, preferably *nix based on a seperate machine, otherwise, zonealarm; norton internet security; or simular if your running windows.