I'm not sure what you are after. A
custom program can be anything from a program written in a higher language (C, JAVA, ...), a script (Perl, awk, bash, ...) or even an alias or function based on an already existing program.
The example you give can be accomplished by an alias:
Code:
alias sd='shutdown'
Add this alias to your /etc/profile (for global usage) or in ~/.bashrc to make it local.
If this is not what you are after then please explain a bit more.
BTW: The shutdown command needs root permissions.