You should use KDM instead of GDM if you want to directly shutdown from KDE.
The shutdown/reboot options are only available within the display manager.
In general, in Linux, normal users have no permissions to shutdown or reboot the machine (through commands). The shutdown and reboot commands would be unavailable as a normal user. However, as a normal user you can still reboot a system using the keyboard.
The reason is simple. Linux is a multi-user Operating system - imagine if you were running an ssh session of a remote machine - you can easily shutdown that machine if you were given this permission to run these commands.
Last edited by vharishankar; 11-25-2006 at 02:02 AM.