the way to fast shut dowing the in xp is
first press windows button which is present beside (alt) button or in between alt and control button
there press "u" from keyboard press it twice for the first press it will show shutdown button there if you press "u" it will shutdown, if you press "R" it will restart the system, if you press "S" then the system will be in standby mode it is simple yaar.
start------->U-------U=shutdown