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The login box includes a shutdown button, that can hidden/shown dependent on whether one wants unauthorized users to shutdown your mission critical server, or you don't bother to login to restart the computer.

To enable/disable the shutdown button in Windows NT4:

[HKEY_LOCAL_MACHINE \SOFTWARE \Microsoft \Windows NT \CurrentVersion \Winlogon]
ShutdownWithoutLogon=1

More info MS KB Q114817
More info MS KB Q216083

To enable/disable the shutdown button in Windows 2000:

1. Start the Local Security Policies snapin
2. In the tree-view go to Local Policies -> Security Options
3. Change the option Allow system to be shutdown without having to logon

More info MS KB Q232399
More info MS KB Q313924

To enable/disable the shutdown button in Windows XP/2003 (Also affects Welcome Screen):

1. Start the Local Security Policies snapin
2. In the tree-view go to Local Policies -> Security Options
3. Change the option Shutdown: Allow system to be shut down without having to log on

More info MS KB Q816569