I found this in a few different places around the 'net - hopefully it's helpful:

Disable the Shut Down Button on the Welcome Screen

Do you have little ones that like to click all over the screen when you're not looking? Afraid of someone shutting down the computer without logging on?

• Click Start, click Control Panel, click Performance and Maintenance, and then click Administrative Tools.
• Double-click Local Security Policy.
• Expand Security Settings, then expand Local Policies, and then click Security Options.
• In the right pane, double-click the Shutdown: Allow system to be shut down without having to log on policy, click the Disabled radio button, and then click OK.

No more shutting down without logging on!