This is for Windows 8 users and doesnt like the new start menu.
Step 1: Find the Shutdown.exe
It should be at
Step 2: Link It
Right click on your desktop and go to New and Link.
Once their, past or type the Shutdown.exe location.
Step 3: Change the Icon (Optinal)
Right click on the shortcut you made. Click on properties, Change Icon. You will get this but it just means there is no icon be default. Once you picked an icon, click Apply and OK.