This one's a quickie, and it comes courtesy of reader/listener Andrew:
In Windows Vista, there's a new Power button in the Start Menu. By default, this button will put your PC into Sleep mode when clicked. But you can change its behavior. The fastest way is to open the Start Menu and type power in Start Menu Search to find the Power Options application. Then, in the left column, select Choose what the power button does. You'll be presented with a UI for choosing between various power management options, including Do Nothing, Sleep, and Shut down.