After reading my tip about creating a shutdown shortcut, Dan Sweet asked for one that will hibernate his PC.
12/20: Reader g.swett and Venkatesan Sundaram caught errors in the commands below. I have altered my instructions accordingly, underlining the new text. My thanks for the corrections.
If you're using XP, your PC must be set to allow hibernation. To do this, select Start, then Run, type powercfg.cpl,and press ENTER. Click the Hibernate tab. If Enable hibernation isn't checked, check it. Click OK.
To create the shortcut, right-click the desktop and select New, then Shortcut. The resulting wizard will ask you for the location of the item--which really means the command you want to run.
If you're using XP, enter this command, on one line.
The command is case sensitive.
windir%\system32\rundll32.exe powrprof.dll,setsuspendstate hibernate
%windir%\system32\rundll32.exe powrprof.dll,SetSuspendState hibernate
For Vista, you can use the much simpler
Either way, click Next. Rename the shortcut Hibernate and click Finish.
If you want to see all the things you can do with the Shutdown command, click Start, then Run (just Start in Vista), type cmd shutdown /? and press ENTER.