Here's a way to add a shutdown icon to your desktop in XP.
Right click the destop and select New
In the box type exactly with the spaces shown below:
shutdown -s -t 01
Next, name your shortcut. It will already say 'shutdown', but you can put whatever you choose.
Then hit enter.
From now on you can just double click to shutdown your PC. No more having to go through the start menu. Even my 2 year old has mastered it.