Vista - Computer Won't shut down

My computer is having a few problems lately..
When I try to shut down the computer, a screen pops up saying 'initializing crash dump' and suggests a memory check for a corrupt file somewhere.

The only way to get the computer to shut down is to Hold Down the Power Button until it shuts down...

How would I find a corrupt file?
How do I do a memory check?

The only other problem that may be related is that my HP officjet 6210 all in one printer/scanner/copier information gets erased. It acts as if it's never been installed and I have to reset all my fax information, etc. Each time I have to use the printer, I have to wait for the computer to install the driver.
I'm not sure if this is related to the 'shutting' down problem, or if this is a different issue.

Any ideas? It would be nice to fix both at the same time

Ryan