Want to create a shortcut that will shut down Windows without dragging you through menus and dialogue boxes?
Right-click the desktop and select New-Shortcut. Enter c:\windows\rundll32.exe user.exe,exitwindows in the 'Command line' field.
Click Next. Enter Exit Windows as the shortcut's name, and then click Finish.
If you would like this shortcut to show up as an item on your Start menu, drag it to your Start button, hover until the Start menu opens, and drop the shortcut where you want it to appear.