Most computers these days don't have a hard-wired on/off switch. When you flip the switch it sends a message to the system to shut down, but the system does all the paper work before it turns itself off. Sometimes it doesn't find all the bits and pieces, so it "waits for a response" from some gremlin in the innards that's not being communicative. This is a fairly common happening with Win2K and earlier Windows. It's rather rare on WinXP desktops, but happens occasionally with laptops - probably because of the much slower response of laptop Hard Drives as much as for any other reason.
On a desktop, you resort to the technique widely known as "The BRS" method, for BIG RED SWITCH. (From the days when all mainframe computers had a BIG RED SWITCH for this purpose.) I usually just flip the switch on the surge suppressor that the PC is plugged into.
There is an equally simple "hard shutdown" for a laptop. You just disconnect the power cord and then remove the battery.
When you restart after any UI (Unexpected Interruption - pronounced you-eee.) you can expect a complaint that Windows was not shut down properly, a Disk Scan will be run before the computer starts Windows, and you'll likely get some snide message informing you what an idiot you are for not following proper shutdown procedure. It is permissible to talk back while you wait for the boot to complete.
When you get Windows fully open, which almost always is the result, it is recommended (by me especially) that you attempt to do a normal full shutdown and then turn back on. You can also just do a "Restart" if you're feeling lucky. In most cases you'll find that everything will be just fine.
During the first boot after your hard shutdown, Windows will scan the hard drive and automatically attempt to fix any file errors it finds. It will also run the full PnP (Plug and Play) routine to assess all the connected devices, and will attempt to correct any errors it finds. It will enter all the corrections into the Registry, temporarily, to use the next time, but the "new" Registry settings will not necessarily be written to the Hard Drive (and stored in System Recovery) until the next shutdown. You do the shutdown and reboot to make sure that any changes are written down in the Registry files.
It is, of course, possible that there's really something wrong with your setup, in which case after you get turned back on and have rebooted to write a clean Registry entry, you may need to do a system restore. I really doubt that you'll see the need for it; but if you do you should have at least five earlier Registry copies for Windows to choose from if System Restore has been turned on all the time, and it can usually decide automatically which earlier version it needs.
Unless you do something stupid (that's a tech term, not a personal insult) the only time you should really need to do a system restore is when Windows says "Oh SHIT, something isn't working. Would you like me to revert to the last good Registry version?" (It actually will say that sometimes, although perhaps my paraphrasing is a little loose.)
System restore, unless you're a compulsive twiddler, is there so that Windows can use it if needed. In most cases all you do is make sure it's turned on, and wait for Windows to ask for permission to use it.