By default Vista has a quick power button on the start menu, which is set to put the computer into Sleep mode by default. Most users like to have quick access to a shutdown button.
This tutorial will help you how to add Shutdown Button to Vista start menu
Procedure to follow
Open run prompt enter the following command click ok or press WINDOWS KEY
+ R to access this this will load power options menu
Once power options menu loads, open the Power Buttons and Lid > Start Menu Power Button tree. You can then select the action when you click on the start menu power button (in this example, shutdown will be used). Click OK
From now on When you view your start menu now, you should notice the shutdown option.