MySQL database got corrupted
MySQL can run as a service and I hope that windows is stopping the services gracefully or you are likely to have more problems outside of MySQL. If you want to be careful, stop the service by hand. This should allow MySQL to flush all buffers before stopping. I would guess from your comment that you're getting corruption that you are using the MyISAM engine; my advice would be to migrate your tables to the InnoDB engine to make best use of the durability of the engine. In the event of a crash or ungraceful shutdown, MySQL will better recover data.