No, of course, the laptop should not turn off just by pressing the power button (although, in some cases, it helps to cope with freeze), but to configure shutdown when you close the lid easily. Besides, it is also conveniently finished work, closed the lid and the laptop is disconnected. And it is not necessary to press the "start" button and choose "shutdown".
So when you close the lid of the laptop , the operating system has received a shutdown command, you need to do some settings. To do this, click the right mouse button on the desktop and select "Personalize" (Windows Vista and 7) or Properties (Windows XP). In the dialog box, click the "screen Saver" (Windows Vista and 7) or click on the tab "screen Saver" (Windows XP). Click on the active link "Change power settings", click "Action when closing the lid" and set the value to "shut down" for operating modes "on battery" and "From network". Click OK to make the changes take effect.
In addition, you can configure a different way to turn off the laptop. Not to look for the button "shutdown" in the start menu, the laptop can be turned off by pressing the power button. To do this, set the value of "shutdown" as a verb when you press the power button. Click "OK". Now you can turn off the laptop is not like a normal computer!