To turn off the Shutdown Event Tracker via the registry: 

Use a registry editing tool to navigate to the following key:

HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows NT\Reliability
Data Type: DWORD
Value Name: ShutdownReasonOn
Value: 0

The change will take place immediately 
To turn off the Shutdown Event Tracker via the local computer policy: 
Click Start -> Run. 
Type "gpedit.msc" in the Open box and click OK. 
Expand Computer Configuration -> Administrative Templates -> System 
Double-click Display Shutdown Event Tracker. 
Check Disabled then click OK. 
The change will take place immediately. 

Interesting note:
You can enable the Shutdown Event Tracker on Windows XP by setting the registry value
referenced above to '1'.