I have somewhat of a different approach to shutdown your comp other than yours. I think it may be a Virus(malware or something) Or a missing file that wont make your screen popup.
Read BEFORE doing.
My DIFFERENT approach, no programs needed for this one
. go to desktop, right click open space, New, New Shortcut and type the following: shutdown -s -t * -c "The Computer will Shutdown in * seconds." Then Click next
Name it Shutdown Computer, and when you click it, it SHOULD popup a message that will say The Computer will shut down, please terminate programs, or something like that, below you will see the Comment that you typed in Quotes.
*= Any number of secs
MUST HAVE QUOTES FOR MESSAGE