To add to hang-the-9's comments:
Most modern PCs have a power switch that doesn't really turn off the power, but rather sends a "power button pressed" notification to Windows. You can configure Windows what to do when that happens - common options are "sleep", "hibernate", "shut down", etc. I'm not aware of any way to configure something like "wait 10 seconds and then shut down". You might be able to create a script that runs on shutdown which causes a 10-second delay, but I suspect that your desktop session would still log out right away, so it probably wouldn't do you any good.
If you hold the power button down for long enough, most PCs will just kill the power whether the OS wants it or not. That can be useful if the OS hangs or crashes, but it's not a good idea to do it on a regular basis because it prevents the OS from flushing its caches to disk and that can cause file corruption.
I guess I have to ask though - if you want to wait a few seconds before the system shuts down, then why don't you just press the power button a few seconds later?