How to turn off the Remote Computer from using Remote Desktop Connection once connected?

Once you are already connected to the remote computer via Remote Desktop session then you can control and navigate on the remote computer. So if you want to turn it off then it would be the normal way just shut it down however once it is shut down then there's no way for you to control it again unless the computer is back on and you will establish remote session again.

But how, all I see was logoff and disconnect button when I was using Remote Desktop Connection and connected to the remote computer. Where can I find the shutdown button? I have Windows Vista. I connected from Windows XP to Vista Business. Your help is appreciated, please reply ASAP, if possible. Thank you.