If you want to shutdown your computer on Windows Vista, you have to click on the Windows Button, and then select the dropdown box and click on Shutdown.
If you don’t like doing this, you can change the default “Sleep Button” to “Shutdown”. Just type “power options” into the search bar and click on “Choose what the power button does” on the left hand side. Alternatively, go to Control Panel –> Hardware and Sounds – > “Change what the power buttons do”.
Where it says “When I press the power button: select “Shutdown”
That’s it. So now it’s just two clicks to shutdown your Windows Vista computer.