This tip requires strict attention to detail, so please print it out and follow it verbatim. If you don't feel comfortable with the process do not attempt it.

1. RIGHT Click on a blank portion of your desktop
2. Click on New
3. Click on Shortcut
4. Type: C:\windows\rundll.exe user.exe,exitwindows
5. Click Next
6. Type: Shut Down My Computer
7. Click Finish

That's it. Now to use it, simply double-click on it and your machine will shut down.