Once the secure user deletion process is in progress, you cannot reboot or shut the machine down using the normal shutdown process - System Preferences will cancel the shutdown, and it won't let you close itself either.
The solution is to open a command-line terminal and run the following command:
You'll need to have sudo privileges, which probably means you need to be on an administrator account. This command will bypass the normal shutdown check and will reboot the machine. Once the reboot finishes you will may discover that the user has been removed from the users and groups list in System Preferences, but that the user's files still exist. In this case you will need to manually dispose of them. Again, in the terminal you can do this with a command like the one below. BE CAREFUL to only delete the old user's files as this bypasses the trash and directly deletes everything recursively starting at the folder you specify.
rm -fr <user name>
You will probably need to prepend the actual "rm" command with "sudo", so again make sure you are deleting the right thing before hitting enter.
This isn't a secure delete, so if you want to do a better job than a simple delete but without waiting around for each file to be overwritten 35 times you can simply fill up the free space of the drive with random data or zeros using the following command:
diskutil secureErase freespace 1 '/Volumes/Macintosh HD'
You can replace "1" with "0" in the above command to write zeros instead of random data; this should be significantly faster. Be sure to include "freespace", this is important to make sure it only overwrites the free space on your drive. If your drive is called something other than "Macintosh HD" substitute that name instead. You can run:
to get an idea of what the name might be; if you have other things mounted like disk images they will also show up, so ignore those.
The nice thing about the above diskutil command is that it will provide you with an estimate of how long it will take and show you how much is done. In my case it indicated a one pass random erase would take about 9 hours, and a one pass zero fill erase would take about 1 hour.