If you’d like a single shortcut to shutdown windows instead of having to go to the Start button follow the instructions here:
Windows XP Shutdown Shortcut

You can also use the “switches”:
-f - Forces running applications to close without warning.
-t xx - to set the timeout for shutdown to xx seconds.
-c “message” - will display a message in the System Shutdown window

Mine shows this for example:
…/shutdown.exe -r -t 03 -c “Reboot” -f
Reboot, timeout of 3 seconds before it starts, Reboot shows in the window and force programs to close

Then you can right-click on the shortcut icon and click Change Icon to use a more visually descriptive icon. If it says, “shutdown.exe contains no icons” navigate to %SystemRoot%\system32\SHELL32.dll and find the icon shown here or whatever other icon you would like to use.

You can then drag this to your quick launch toolbar on the taskbar and have a quick and easy way to shutdown Windows.