WinXP shutdown problem

Hi, got a laptop with windows XP Pro SP2 logon to SBS 2003 SP2 domain. I am
using roaming profile. I am also using dual monitor with a docking station
with the laptop monitor as the secondary monitor. The problem i am having is
that when I do a shutdown (or log off) Start > Shutdown/Log Off > choose
shutdown it doesn't do anything. When i do it the second time, then the
shutdown prompt automatically moves to my secondary montior then it will
work. I can take roaming profile off and see if that will help but any ideas
how to fix this problem?

Steve Louie