I finally have Vista running on my Dell laptop and on my MBP via Parallels (the latest beta is fantastic). I noticed this very same issue today while playing with Vista that MS has managed to make the shutdown less intuitive on Vista than on XP.
Now you have to click into the main menu and then a sub-menu to access the numerous options. The two buttons they give you to choose from are a power icon and a lock icon. The problem is that by default the power icon doesn’t turn off the machine, it puts it to sleep. You have to hover a second and read the tip to realize this. Here is an image that shows it. And so far I haven’t found an easy way to change it – I am sure you can – but it isn’t obvious.
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