If you’ve ever used the Remote Desktop Protocol to login to a remote Windows computer, you’ve probably noticed that the Start, Shutdown options you’re used to seeing on a local Windows session aren’t there. Instead, you’ll typically see an option to “disconnect” or “log off”.
To shut down a remote computer when you are using Remote Desktop, press CTRL+ALT+END, and then click Shutdown. Or, use the shutdown command at a command prompt (In XP – Start>Run>cmd>shutdown). The are a number of switch attached to the shutdown command prompt. ‘shutdown -r’ for exmaple will restart the pc.