I just asked a question about no display during and after start up. And I am thinking if the computer is booting up into the windows while there are no display, can I shut it down at any time?

Because after I've check 1 component, I would like to shut down the computer and try another component, but I assume the computer is booting up too. If I shut it down at anytime, would it burns anything?

I just press the power button for 5 secs and the power goes off, that's the only way I can do.

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You can also disconnect the power cable. – Jader Dias Jul 5 '11 at 2:08
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If you press the power button for 5 seconds you are forcing a power off regardless of the state of the hardware. This means you can interrupt a read/write cycle to your hard drive and corrupt it. I would strongly suggest you disconnect all of your hard drives before using that method for powering off.

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