With Vista, Microsoft decided that the default power down option available on the Start menu should put your computer into sleep mode, that’s not what I want so I have changed it.
In Vista you will find no less than 7 options for turning off your computer or putting it into one of several “standby” modes. In addition to the secondary power off menu (which is accessed by the small arrow at the bottom of the Start menu) there is the Power button on the start menu.
The Power button does not turn off your computer in its default settings; it places your computer into “sleep” mode. Sleep mode offers a very quick resume of less than two seconds but I like the Power button to shut down the computer straight away, right, so let’s go ahead and take care of that. The easiest way to get to the Power Options is to just type power in the Start menu search box or find Power Options in the control panel .
Now, click on the power plan currently in use and go to Change Plan Settings and then to Advanced Power Settings. Click the “+” sign next to Power buttons and lids and then do the same next to Start menu and power buttons, select the shutdown option. You can do this for only the plan currently in use but you could set it on all plans so Vista doesn’t try to surprise you.
I think it’s kind of cool that after changing the power button from sleep to shutdown it changes color from Yellow to Red as seen in the pic.
goldcoaster 
Hey goldcoaster – would you say your Vista experience so far has been a positive one? Most of your posts seem to say that you like it. I am looking at a new system soon and because I am building will have to decide whether to buy Vista or not. There are plenty of negative things written about it but you never know whether this is just typical “Windows bashing”
I really like Vista. Sure it’s different but I think it’s different in a good way. There are many , many little things that just feel right. Well worth the money.
I am not a raving MS fan but just telling it how it is for me to use, so far, so good.
WOOW man thanks alot, your help, helped me alot.
Was searching about this, due to that when i clicked on the orange button, i thought it will shutdown which it didnt. Got annoying, thanks to you i got it to shutdown =D
Thanks alot!
Thats OK, glad to help.
Tkank you soooo oooooooooooooooooooooooooooo much..
its really hard to find some options in vista
I had the same trouble trying to find a direct shut down option in Vista… thankyou this helped immensely.
I am glad I helped, Jo. Cheers.
i do not have a shut down menu at all
all i have is switch user , log off and lock
i have another accout on my laptop and that account has the shut down menu
help please , ive tried everything to get it back ? :S