I switch mine off by simply pressing the Windows key and then the U key twice. (windows XP)
You can make your own shortcut by right-clicking anywhere on you desktop and choose 'new' and then 'shortcut'. In the line requiring info copy and paste this
%windir%\system32\shutdown.exe -s -t 0
exactly the same, no added spaces or anything. Next name the shortcut and finish. You can even give the icon a pretty picture by right clicking on the icon and choose 'properties'.
You can now shutdown windows by double clicking the icon.
This seems rather a lot of bother just to avoid pressing three keys on the keyboard.