Windows XP shutdown from Remote Desktop

Microsoft TechNet
You can't (actually you can, but that's another story!) shutdown Windows XP from the GUI when logged in via remote desktop. Here's how to shutdown and restart.

Shutdown
Allows you to shut down or restart a local or remote computer. Used without parameters, shutdown will logoff the current user.

Syntax
shutdown [{-l|-s|-r|-a}] [-f] [-m [\\ComputerName]] [-t xx] [-c 'message'] [-d[u][p]:xx:yy]

Parameters (selected)

-s
Shuts down the local computer.
-r
Reboots after shutdown.
-f
Forces running applications to close.
-t xx
Sets the timer for system shutdown in xx seconds. The default is 20 seconds.
-c 'message'
Specifies a message to be displayed in the Message area of the System Shutdown window. You can use a maximum of 127 characters. You must enclose the message in quotation marks.
/?
Displays help at the command prompt.

See also:

Enabling logon via RD in XP

PS. Remote Desktop Client for OS X can't handle the new XP "welcome screen", need to uncheck that from user logon options if you want to be able to connect after a reboot.