Two option.
Click start and in the run box type msconfig and hit enter, in the window that opens click on the startup tab, find deteectorapp.exe in the list of startup programs and remove the tick from next to it and then restart your computer, following a restart agree to the prompt about changing the startup and you should find it will shut down properly.
or....If by chance you use the detectorapp program (unlikely) so not having it running causes you a problem then reinstall whichever one of Sonic MyDVD LE or Roxio MyDVD Studio you have because it's part of that.