Both are the same, its just that Windows does a memory dump of the open programs all at once. When you use the start->shut down at it is about the same but it does it one program at a time.
Either way is ok. As long as you shut down WITHOUT turn the power off.
Soyo Dragon Ultra Platinum Edition powered by a P4 3.06GHz w/HT @ 533FSB
ATI Radeon X800Pro 256DDR <---Yeah!!! I finally got it!!!
1024MB PC3200, Creative Audigy LS, 2 x 40GB = 80GB RAID 0
Windows XP Pro, DOOM 3, CS, UT2004, BF1942 RtoR, CNC Generals
Finished Half-Life 2!!!!!!!!!!