Well the problem appears to be fixed 
To cut a long story short and after trying different things that didnt work the problem was cured after running Windows update and installing SP3. The computer was currently on SP2.
The shutdown window now appears straight away when you attempt a shutdown no matter how long you leave the computer on. I tested it at various times just to make sure.
For reference the computer was a Toshiba Qosmio G30.

To cut a long story short and after trying different things that didnt work the problem was cured after running Windows update and installing SP3. The computer was currently on SP2.
The shutdown window now appears straight away when you attempt a shutdown no matter how long you leave the computer on. I tested it at various times just to make sure.
For reference the computer was a Toshiba Qosmio G30.