Shutdown Shorcut Permissions?

Hi all,

The School i work in have asked for a “shut down shortcut” on all client desktops.
Ive created the shorcut and distributed it no problem, but when users try and use it it simply does nothing. Logged in as an Administrator it works no problem.

Could something need to be tweaked in active directory?

Server OS: Windows 2003 Server
All help greatly appreciated.

Matt