My only annoyance with Windows 2003 is now resolved with these simple steps:

Start the Microsoft Management Console by clicking Start

Run and typing mmc. When the MMC window is open, Click File

Add/Remove Snap-in. Click Add and then find the Group Policy Object Editor. Click Add, then finish and finally OK.

Navigate through Local Computer Policy to Computer Configuration

Administrative Templates and select the System folder.

Double click Display Shutdown Event Tracker and select Disabled. Click OK, and close the MMC.

You’re done.