The following group policy setting controls this.
Allow system to be shut down without having to log on
Computer Configuration\Windows Settings\Security Settings\Local
Policies\Security Options
Description
Determines whether a computer can be shut down without having to log on to
Windows.
When this policy is enabled, the Shut Down command is available on the
Windows logon screen.
When this policy is disabled, the option to shut down the computer does not
appear on the Windows logon screen. In this case, users must be able to log
on to the computer successfully and have the Shut down the system user right
in order to perform a system shutdown.
By default, this option is enabled on workstations and disabled on servers
in Local Computer Policy.
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Tim Hines, MCSE, MCSA
Windows 2000 Directory Services
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