Windows 2003
Click "Start → run", in the pop-up Run dialog box, enter "Gpedit.msc", open the Group Policy window, select "Computer configuration → administrative Templates → system", double-click "Show Shutdown Event Tracking", select "Disabled" in the pop-up window, and then click the "Apply → ok" button.
Windows 2008
First, click Start | run. In the Run dialog box, enter Gpedit.msc to run the Group Policy Editor, turn on Computer Configuration, Administrative Templates, and system in the Group Policy Editor window, and locate the show Shutdown Tracker setting item in the right window. You can avoid trouble shutting down your computer by right-clicking the item, selecting Properties, selecting Disabled in the Show Shutdown Tracker Properties dialog box, and then clicking the OK button.
Two methods are probably the same little difference, but pay attention to the windows2003/2008 is the server, if it is used as a server or do not go oh, reason you understand.