This causes a significant delay when shutting down, and an error in the event log saying:
Windows saved user SYSTEMNAME\USERNAME registry while an application or service was still using the registry during log off. The memory used by the user's registry has not been freed. The registry will be unloaded when it is no longer in use.
This is often caused by services running as a user account, try configuring the services to run in either the LocalService or NetworkService account.
I have uninstalled and reinstalled several times, with no change. I've noticed that, when I reinstall, all my old settings are still there, so it seems the uninstaller isn't removing everything, which could mean this is simply some kind of configuration problem.