Try this:
Right click on an empty space on the desktop, then click New - Shortcut. In the box that pops up, type the following:
%windir%\System32\shutdown.exe /s /t 0
This should give you a double click shortcut to shutdown. Alternatively, you can drag this shortcut icon to your task bar, and you'll have a single click shutdown.
Let us know if you get it working!