Creating a Shutdown Shortcut

Right click on the Desktop.

Left click on New > Shortcut.

 In the Type the location of the item: textbox enter
%windir%\System32\shutdown.exe -s

The -s parameter is used to shut down the computer.

The following two parameters can be used with -s:
-f Forces running applications to close without warning.
-t xx Set timeout for shutdown to xx seconds.

The following command would shut down instantly.
%windir%\System32\shutdown.exe -s -f -t 00

Click the Next > button.

 In the Type a name for this shortcut: textbox enter
Shutdown My Computer (or some other name of your choice)

Click the Finish button.
 

For more information on shutdown.exe's options launch a command prompt and type shutdown