cannot shutdown directly.

My computer is join on the domain. while I logon with domain user and click on start button and click on shutdown. It shows only log off in the drop down list button in the shut down windows. I have to log off and then only I can find shutdown list on the shutdown windows. But While I log on through the same computer (not the domain user)there is no problem on shutting down.
Can you help me with this?
Thanks in advance.