1. Win+R -> “regedit”.

2. Adjust the following branches and keys:

[HKEY_CURRENT_USER\Control Panel\Desktop]
"AutoEndTasks"="1"
"HungAppTimeout"="0"
"WaitToKillAppTimeout"="1000"

[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control]
"WaitToKillServiceTimeout"="1000"

[HKEY_USERS\.DEFAULT\Control Panel\Desktop]
"AutoEndTasks"="1"
"HungAppTimeout"="0"
"WaitToKillAppTimeout"="1000"

If there is no some settings create them as String from Context menu -> New -> String Value.

3. Or create a .reg file, just add :

Windows Registry Editor Version 5.00

to the top and two blank lines after that line and one blank line in the end.
The .reg file can be run to add those settings to the registry.

4. Now if any program is opened and running on the shutdown it should close automatically without saving changed data.