A very simple way to shutdown your vista comp.
1) Go to your desktop
2) Right click your menu and click "Shortcut"
3) Type in the following "Shutdown.exe -s -t 00" in the location text box
4) Click Next and name your shortcut for eg "SHUTDOWN"
That is it you are all set, so when ever you want to shutdown the system without bothering to go to the start menu, double click this file and your computer starts to shut down...
Easy and simple
Thanks to CNET. Watch the video presentation here