If you are using Remote Desktop Connection to connect to a Vista workstation, you will find that the options to Shutdown, Restart and Sleep are missing from the Start Menu. Unfortunately, there is no easy way to get it back into the menu. You can, however, still activate the function easily via the following ways:
1) Run the command shutdown.exe on the command line. Note that the program supports only shutdown (-s) and restart (-r); it doesn't do stand-by or hibernate. Also, it requires you to have administrator privileges. If you are a limited user with shutdown privileges, the shutdown.exe program will complain.
2) Use the Ctrl+Alt+End hotkey (It's the Remote Desktop version of Ctrl+Alt+Del). This will bring up the full screen menu as shown on the right. Click on the red button near the bottom right and you will get the options to Shutdown, Restart and Sleep!