Thereare a thousand reasons why shutdowns don't finish.
But if you are sure you did and you get annoyed by it, go to Start > Run > msconfig. Then go to Advanced and check 'Disable Scandisk after bad shutdown'.
Also, let it finish the system scan when you start it up. I think it will keep trying to do system scan when you start it up if you turned it off the wrong way. Once you do it, it should go away. Also see x42's way.
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