|I'm not sure it can be done with standard Windows software, but I know of software that allows to run a batch-script, instead of starting a screensaver. That batch-script can do anything you want (yeah, batch-power!), so that would include shutting down a computer (via the Windows standard command ... which I forgot ... euhm ... shutdown.exe, I guess).|
Anyway, the screensaver stuff, I'll look it up, some russian guy
... But, as an alternative, there is a method to shutdown a computer by means of LAN connectivity (like the wake on LAN, but this is a shutdown on LAN). No idea how it works, but this may be default Windows.