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ALT + F4 - Shuts down whatever is active
Alt F4 does work, but you must click on the empty part of the screen. If your cursor happens to be on say calculator or calendar or some other displayed information on your screen, it will either do nothing or shut down that particular area or program. Just something that might confuse people. I don't necessarily close my calendar and To do list or my google gadget area when I shut off my computer.