You have installed Microsoft Networking with
"File-and-Print Sharing for Microsoft Networks"
and now it takes a very long time for Windows95 to shutdown ?
Check in your Network-applet in the Control-Panel the properties
of the "File-and-Print Sharing":

Check the parameter: "LM Announce",
if it is on YES, then you found your problem !
LM stands for "Lan Manager",
which was one of Microsoft first attempts of networking (still
under DOS). To make Windows 3.11 WfW or Windows95 systems visible
for old Lan-Manager system, it is required to make this
Lan-Manager Announcements.
However, in a modern network WITHOUT any
Lan-Manager system (only with WfW 3.11 , Windows95 and/or Windows
NT), there is no need for this. But if it is turned on, it is the
cause of the long delay in shuting down Windows95.
Turn it off by setting "LM Annouce"
to "No".