Hi
When scanning do you see a shutdown message appear in a window similiar to this:

Please try moving the Ad-Aware SE window in case the shutdown window is hidden behind the Ad-Aware window.
If yes then try this method
QUOTE
Press start, select run and in the window that opens enter the text in bold:
shutdown -a
Note the space between shutdown and the -a
Leave this window open, and now run a scan with Ad-Aware SE as before, when the shutdown window appears quickly go back to the run window and click on the OK button to abort the shutdown. Let Ad-Aware SE now complete its scan and remove items found.
If you do not see such a shutdown message can you try adjusting this Windows setting please:
QUOTE
Press start, select run and in the window that opens enter the text in bold:
services.msc
In the services window that is displayed, scroll down to 'Remote Procedure Call'. You may need to drag the column indicator next to the column headed "Name" to the right to see the full name. Double-click on 'Remote Procedure Call' to open the Properties window. Click on the 'Recovery' tab. The items for "Select the computer's response if this service fails". In the drop down box change each one (First failure, Second failure and Subsequent failures) to 'Restart the Service'. Click OK to save the settings.
Try scanning again.
Post back if either of these help.
Many thanks