Vista gives you plenty of options when it comes to shutting down your computer. At the lower right of the Start menu, you’ll see three buttons: a Power button, a lock button and a right arrow button. Clicking the right arrow gives you all the usual choices: switch user, log off, lock, restart, sleep, hibernate and shut down. Clicking the lock button gives you a fast way to lock the computer. Clicking the Power button will save your work and programs as they are and put the computer into sleep mode or, if it’s a portable computer and the battery is low, this will save your work to the hard disk and turn it off.
Here’s a screenshot:
Click to enlarge
If updates have been downloaded, they’ll be installed when you click the power button. A notification of this will appear when you hover over the button.

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