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Not to be contentious, but UNIX was "shutting down the operating system"
long before any apples were growing in Silicon Valley.
This means, among other things, that files are cleaned up, processes terminated
cleanly (multi-processing environment), and the system is brought to a clean
close, usually so that the machine can be shut off, or rebooted. It's more
complex a procedure than terminating a single program or closing a window.
Now, whether or not Windows is a *true* operating system, or for that matter a
*true* multi-processing environment, it *is approaching* the complexity of UNIX
in that it is preferrable to terminate all your processes before grabbing the
off switch.
Nevertheless, the previous diatribe should in no way be construed as my
approval of the use of the "shut down" "shut blank down" terminology in the
stated case.
Since the user is interacting with a user interface, which specifies things
like "'Close' the window" or "'Exit' the program" right on it, I say use the
GUI terminology. This is most intuitive to the novice, in any case, as plenty
of others have pointed out.
Take care, and may your dog go with you,
Gwen "Don't confuse the reader if you can help it" Gall