When you are connecting via a remote connection to a server I find the Shut Down is far far to close to the log off, and if you hit the Shut Down by mistake it can be a devil to get the remote machine to power back up and may require someone to visit the machine to hit the power button.
You can disable the Shut Down button there is a group policy settings for this, start gpedit.msc on the machine or use a domain policy to configure User Configuration – Administrative templates – Start menu. See the setting “Remove and prevent access to the shut down, restart….”, change it to enabled.
No more shutting down by accident.