Showing shutdown is a software option.  This is not a dell hardware issue.

The default action for the Power button on the start menu in Windows 7 is shutdown, and in Vista is Sleep.

Change Windows 7 Shutdown Button

Windows 7     Start Menu / Taskbar preferences by right-clicking on the start menu and choosing Properties.

All you need to do is change the drop-down for Power Button Action to whatever you would prefer.

Change Windows Vista Power Buttons
You can configure this setting easily by using the advanced power settings panel,

which is a little tricky to get to normally, but we’ll take the shortcut.

Open a command prompt (type cmd into the start menu search bar), and then type in the following:

powercfg.cpl,1

You could also take the long route (Control Panel \ Power Options \ Change Plan Settings \ Change Advanced Power Settings)

Once you get to this dialog, browse down as shown to “Power buttons and lid”

From here, you can change the options:

• Power button action – Changes the hardware power button action
• Start menu power button – Changes the power button on the Start Menu

You can change the power button to either Sleep, Hibernate or Shut Down, or even nothing for the hardware power button.