Here is the way to change it, so it will simply shut down our computer:
- go to control panel
- if your control panel is in classic view, click 'Power Options', otherwise, click 'Hardware and Sound', then click 'Power Options'.
- Click 'Change plan settings'
- Click 'Change advanced power settings'
- A new dialog window will appear, find in the list 'Power buttons and lid', expand the 'Start menu power button'.
- By default, the value should be: Sleep. Click it to display some options to choose: Sleep, Hibernate, Shutdown. Choose whichever you prefer. For example, Selecting shutdown will turn off computer whenever the power button in start menu is clicked.
That's all :)