Windows Vista come packaged with the power button configured to put the machine in hibernation mode instead of the usual power off which had been the default for all previous version of Windows.If only hibernation works flawlessly, I would not mind leaving the setting as per default configuration. Sadly many applications, including Windows Vista itself, does not handle Windows resume properly. The network icon in taskbar can sometimes "disappear", application crashes upon resume, etc...
The behaviour of the start menu power button can be changed in the Advance Power Option; to get to it:
Control Panel -> Power Options -> Change Plan Settings -> Change advanced power settings.
In the Power Options dialog box, there might be more than 1 plan; on my laptop there are 3 plans, Dell Recommended, Power saver, and High Performance. Each will have its own set of advance power settings.
Another dialog box will appear upon clicking on "Change plan settings" as follows:
In the "Change Plan Settings" dialog box, click on "Change advanced power settings".
Finally, changed the Start Menu power button to your desired peference.
This is how my Start Menu looks like after changing it to "Shut Down".
