you better reformat the HDD and reinstall the windows.

Ok! thank you for your help!

ultraegg :
you're most welcome

I remember one thing !!

I have unistalled the "Windows XP Hotfix", it is an important file?

Now, my computer can't shut down properly after I online. But, can shut down properly if I didn't online.

Hotfix .... that's may causing the problem. Suggest the following step:

1). run the regristy clean up programs that I posted before.
2). reinstall XP SP2
3). run microsoft update from microsoft website and install all suggestion (included hardware, software & high priority)

how to reinstall SP2?

you can download it from microsoft. (you're running XP?)
http://www.microsoft.com/windowsxp/sp2/default.mspx

should i set a restore point first before make any change?

when i install window XP SP2, it ask me to install directX.
then, i install it but my computer become no sound, why?

hah? .... directX for video coding ...it doesn't causing any sound issue bor .... ????

from all your informations, your system registry seem so many problem, strongly suggest you backup all important data and reformat the HDD and reinstall windows.

I try just now, my computer can shut down properly after online.

I think after reinstall window XP SP2, the problem solve already.
I'll see how, if the problem happen again, i'll format my computer.
thank you!