The FTP transfer dialog died when I clicked "Cancel" (as usual), and when I tried to shutdown, it gave me this error. The FTP transfer window won't cancel, and sits like that until you shutdown the computer... the old-fashioned way.
Sometimes it just doesn't pay to get out of bed in the morning.
Sometimes it just doesn't pay to use IE as an FTP client.
Sometimes it just doesn't pay to argue with Windows.
But it always pays to hold down the power button for >4 seconds.