Create a shutdown shortcut

Windows 95/98/ME

Right click desktop/new short cut.

Enter: rundll32.exe shell32.dll,SHExitWindowsEx N in command line.

Now before clicking next, replace the N at the end with one of the
following numbers:

0 - Log Off: Shuts down all running processes and logs the user off.
1 - Shutdown: shuts system down to the point where you can turn off
the computer.
2 - Re-boot: shuts the system down and re-boots the computer.
4 - Force: Shuts the system down without notifying any running
programs (that really surprises 'em). Information can be lost with
this one, so be careful. Probably best not to use it unless you have a
real need to (like a program that refuses to let go during shutdown)
8 - Poweroff: Shuts the computer down and turns the power off (on
systems that support it).

ex: rundll32.exe shell32.dll,SHExitWindowsEx 6

Now click next and name your short cut.
(notice: Messing with some of the forced shut downs will cause active
desktop to be disabled)

For XP users, instead of entering:

rundll32.exe shell32.dll,SHExitWindowsEx 6

You will enter:
For Shutdown:
Shutdown -s -t 0

For Restart:
Shutdown -r -t 0

For Log Off:
Shutdown -l -t 0