Run kcontrol. This is on the start menu as "Personal Settings". Then select "System Administration". Then select "Administrator Mode". Enter the root password. Then click on the tab labeled "Shutdown". In the top left is a pop down menu labeled "Allow Shutdown". The pop up menu below it should read "Everybody". If it already does then change it, then change it back to "Everybody". This will make the "Apply" button at the bottom light up. Click on the "Apply" button. Then press the "OK" button. Then close the window.
That should do it. Whatever files were missing should be recreated by this.
You can log in as root and edit the /etc/sysconfig/displaymanager file. You should see the following line in that file: