Wow, to me it sounds like you have a bunch of programs fighting with each other. It may just be better to just backup what you need, format it and reinstall. Each of those can be fixed individually, but it sounds less like a settings issue and more like a "windows is trying to die" issue.
With the 1st one, that's usually caused by a rogue program that's stopping the shutdown process or sending it the kill signal thus preventing you from shutting down. I get that periodically on my windows when I've horked a program in memory somewhere and need to reboot to fix it.
With the 2nd one, go into the control panel, network, then click on "Client for Microsoft Networks" and select properties. Make sure there's no check in "log onto windows nt domain" and below that it set to quick login.
With the 3rd one, you might have mouse driver issues or your mouse click rate is set too low. First, uninstall any special mouse software you have installed (hold off reinstalling it for a while if you can) then go into the mouse control panel and reset all your settings for double click speed, mouse tracking speed and other items like that.
With the 4th one that would be an AOL client configuration issue (gee, like that's suprising) that I think you should bug AOL about. It has to do with the way the email client handles mail.
Hope those help. But either way, I doubt a good reinstall would hurt either.