Why do you want to shutdown?

If you’ve played with Server 2003, no doubt you’ve come across the “Why do you want to shutdown?” question. To stop the madness, you can Disable the Shutdown Event Tracker here: Open Group Policy. Navigate to the Display Shutdown Event Tracker policy, and double-click it. (Local Computer Policy, Computer Configuration, Administrative Templates, System) On the Setting tab, click Not Configured, Enabled, or Disabled. Click OK.

You can also control shutdown from a batch file or command line here: Go to a command prompt and type SHUTDOWN /? (XP and Win2K3) For options, see https://www.microsoft.com/technet/prodtechnol/winxppro/proddocs/shutdown.asp