This tip has been around for a while, but I think it's still worth sharing due to its possibly high annoyance factor.
On a production machine, I consider the Shutdown Event Tracker worthwhile, especially in environments with multiple administrators. When in a lab situation or testing environment, this prompt before shutdown gets old quickly.
To change the setting go to Start > Run…, type gpedit.msc and press OK.
Drill down: Computer Configuration > Administrative Templates and highlight System. In the right pane, double-click the “Display Shutdown Event Tracker” and choose Disabled.
You're done, no more need for a reason to shutdown the system. (BTW, this tip works with Windows Server 2003 and you can even enable the Shutdown Event Tracker for Windows 7, Vista and XP.)