After you click the Shut Down The Computer option in the Shut Down Windows
dialog box and then click OK, your computer may stop responding (hang) or
display a black screen after you see the "Please wait while your computer
shuts down" screen.
This problem can be caused by an incompatibility between the Windows 95
Advanced Power Management (APM) system and the APM-capable BIOS in your
computer. If the BIOS in your computer instructs the system to suspend,
rather than shut down, Windows 95 cannot shut down correctly.
As a temporary workaround, disable APM support. To do so, double-click the
Power icon in Control Panel, and set the Power Management setting to Off.
To resolve the problem, contact your computer manufacturer to inquire
about a BIOS upgrade that resolves the problem.
For additional information about how to resolve issues with shutting down
Windows 95, please see the following article in the Microsoft Knowledge
How to Troubleshoot Windows 95 Shutdown Problems