A new build of SBS 2008 can shut down really slow. I mean reallllly slow. 15 or 20 minutes. This is Exchange having problems shutting down while all the other services shut down as well. The fix is simple. Add a script to shutdown in group policy that will shutdown Exchange first.
First create a file named Exchstop.cmd and save it to C:\Windows\Exchstop.cmd. In this file needs to be the following.
net stop msexchangeadtopology /y
net stop msftesql-exchange /y
net stop msexchangeis /y
net stop msexchangesa /y
net stop iisadmin /y
Now in the Default Domain Controller Policy go to
Computer Configuration > Policies > Windows Setting > Scripts > Shutdown
Click Add and browse to c:\windows\Exchstop.cmd
Now see how fast your server shuts down.