There are lots of ways to shut your computer down, but most people are used to hitting the start button and then the power button. If you've done it in Vista, you'll note it did the job pretty fast. Something fishy here? Well yes.

The default behavior of the start menu power button is to put the system to sleep. This means you can start Vista much faster, because it is not really "off". If you wish to shut down the system for real, you have to hit the right arrow next to the power button where you will see all your options: Switch user, Log off, Lock, Restart, Sleep and Shutdown.

Control Panel > System and Maintenance > Power Options > Change Plan Settings (for the selected plan) > Change Advanced Power Settings

To make Shutdown the default is an option just a little hard to locate, so follow closely:

1) Hit Start
2) Control Panel
3) System and Maintenance
4) Power Options
5) Click "Change Plan Settings" for the currently selected plan
6) Click Change Advanced Power Settings

Finally, you will see the list of options to control several power related settings including your ability to control the action taken by the Start menu power button.