JSI Tip 0037 - Power Down when you Shut Down.

If you are tired of "it is now safe to turn off your computer" when you select Shut Down, Edit:

HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Winlogon

Double click on PowerDownAfterShutdown or add it as REG_SZ. Set it to 1.

This only works if your HAL ( Hardware Abstraction Layer) supports it.