the shutdown command in XP isn't really removed, just hidden.
use the Group Policy editor (Gpedit.msc) under the following location to configure Start menu features:
User Configuration \ Administrative Templates \ Start Menu and Taskbar
Policy:Disable and remove the Turn Off Computer button
Description:Removes the "Turn Off Computer" button from the Start Menu and
prevents shutting down Windows using the standard shutdown user interface.
or check this registry key:
Registry Value (DWORD):"NoClose" (1 = no Shutdown)
if you're not comfy with either option, you may create a shortcut to shutdown.exe and pin it to the start menu.
for possible switches, run this from a command prompt: