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Shutdown Windows shortcut

Shutdown Windows shortcut:

Right-click the desktop or in any folder 
and select New -- Shortcut
On the Command line, type or cut'n paste:
C:\WINDOWS\RUNDLL32.EXE User,ExitWindows
and name it whatever you want. It will prompt 
you to save any unsaved work, then shut Windows down.
Win98 and WinMe only 

Lock XP:
New --> Shortcut --> rundll32.exe user32.dll, LockWorkStation
 (or press the Windows key + L)