How to add new options in computer shutdown window in xp

you can do it in theory BUT it is not what you call simple and would not recomend it.
would a shudown shortcut not do the job or a small VB program to change your shutdown script to presets you have made (both would be beter then messing with windows)
 
had a bit more of a dig as this has sparked my intrest as to can it be done (wile people say it can have yet to see it) and came across this you might be able to find away to mod it to what you want. dont have time to put it to the test myself

http://www.winhelponline.com/blog/add-lock-workstation-xp-start-menu/