The usual way to shut down your Mac OS X is to move your mouse to the Apple icon (at the top left corner), click on it and select the Shutdown option. You will be shown a confirmation dialog and only when you click the “Shut Down” button, then will the machine shut down.
What about a much faster way? Use the keyboard shortcut: Control + Option + Command + Eject. (If there is no “Eject” button in your Mac, use the “Power” button instead)
Your Mac won’t even show you the confirmation dialog. It just shuts down. Done!