If you've ever used the Remote Desktop Protocol to login to a remote Windows computer, you've probably noticed that the Start, Shutdown options you're used to seeing on a local Windows session aren't there. Instead, you'll typically see an option to "disconnect," in effect saving your session for the next time you login, or to "log off," essentially logging off of your remote session without saving the state.
So what do you do if you actually want to /shut down restart the remote machine? I did some digging tonight and found the answer kind of ambiguously buried in some disorganized information about Remote Desktop:
For Windows Xp
One way to do this is to run Task Manager and select your shutdown option from the "Shut Down" menu.
For Windows 7 and
XP
Another trick is to click on the desktop and type Alt+F4. This will call up the shutdown dialog, where you get the usual shutdown options like "Shut down", "Shut down without installing updates", "Restart", "Stand by", and "Hibernate".
If you're a command line person, you can run shutdown.exe, but that program supports only shutdown and restart; it doesn't do stand-by or hibernate. But the shutdown.exe program has a serious flaw: It requires you to have administrator privileges. If you are a limited user with shutdown privileges, the shutdown.exe program will complain. (Which means that I don't use it.)
Finally, if your computer isn't using Fast User Switching, you can type the Ctrl+Alt+End hotkey, which is the Remote Desktop version of Ctrl+Alt+Del and consequently takes you to a dialog where you can do various system-type things, among them logging off and shutting down.