-Jailbait: I don't use the GUI that much at all but from what you are saying it sounds like you are allowing 'everybody' to have permission to shutdown the computer. He only wants the user mcshen to do this.
-Mcshen: Use sudo. That's the answer to your question. You can probably set this up in GUI but then like I said, I don't use the GUI at all, just CLI. Do 'visudo' as root, in the Cmd_Alias section add the shutdown path (ie. /usr/sbin/shutdown or where ever) to an alias name, then at the very bottom of the config file put your name and the alias of the command. Kinda drunk right now so I can't remember the exact syntax. Do a google search on sudo or do 'man sudo'. If you are still having problems setting it up, I'll tell you the exact syntax once my headache clears.....