These may do it for you. They are not my original work.
For W2K (and maybe WXP):
Create a text file called shutdown.vbs
Put the following as the contents of the file:
set WshShell = CreateObject("WScript.Shell")
WshShell.SendKeys "^{ESC}uls{ENTER}"
Save the file and place it on the desktop or in the Quicklaunch or whatever. It should shutdown Win2K when you double click it.
Or you can place the file anywhere, create a shortcut to it, and assign a shortcut key or keys
For Win98/SE
Create a new shortcut on the desktop.
Put the following as the contents of the command line:
C:\WINDOWS\RUNDLL.EXE user.exe,exitwindows
Assign a shortcut key or keys.
For both of these the F9 key works very well and interferes with nothing that I know of.