I solved this problem.
I have created a desktop launcher with this command:
Code:
/usr/bin/xfce4-session-shutdown.sh
and I'm using this shutdown script:
Code:
# cat /usr/bin/xfce4-session-shutdown.sh
#! /bin/sh
sudo /sbin/shutdown -h now $*
and here some tips to shutdown under xfce:
http://wiki.xfce.org/tips