Many of us want this feature.reasons may vary.In my case, I m too lazy to click start->Turn of computer->Turn off.There is an alternate way to achieve it.Here,I will show u how?
Right click on your desktop.Select New->shortcut.A screen will open up like this.
Now type "shutdown -s -t 00" & click next & save it with a name..
similarly u can create a shortcut to abort a shutdown.Just type following line "shutdown -a" & save it.How do u like it...........