do you really want to shut down?

On my old computer/OS, I felt that the window that was shown to make you confirm you wanted to shut down (or logoff or whatnot) after you clicked the menu item to shut down, was a waste of time. I thought, "I wouldn't click to shut down, if I didn't want to shut down!"

Now, on Win7, I occasionally click the shut-down item on the menu when I really intended to click something else. Then I'm disgruntled that the computer right away starts shutting down without out at least *confirming* that I really wanted to do so.