In the policy editor in xp pro, the option you are looking for is under local computer policy>computer config>windows settings>security settings>local policies>shutdown:allow system to be shut down without having to log on. (disable it and the option to shut down pc on welcome screen is gone). If you have xp home, maybe you can search for local policies or shutdown to find it. There may not be a way for you to do it in xp home, although I'm not sure since I've never used it.
Ep, glad to see you come back and tidy up...did want to ask a one day favor, I want to enhance my resume , was hoping you could make me administrator for a day, if so, take me right off since I won't be here to do anything, and don't know the slightest about the board, but it would be nice putting "served administrator osnn", if can do, THANKS