shutdown : Java Glossary

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shutdown
A
System.exit ( returnCode );
Where returnCode = 0 means all is well.

Simple command line Java programs terminate by returning from the main method.

The browser controls when to terminate Applets. It first calls their stop then destroy methods.

Multithread (usually GUI (Graphic User Interface)) applications also terminate when the last non-daemon thread stops. I have found in practice, even then, it is best to use System.exit, just in case some ghost of a thread you forgot about is hanging around.

ShutdownHook

// registering a shutdown hook to run when Apps terminates

Runtime.getRuntime().addShutdownHook( new Thread() {
    public void run() { database.close(); }
});
The shutdown hooks get run concurrently.

Windows Shutdown

To shutdown Windows you can try these these techniques, perhaps combining with exec:
rem to shutdown Windows
rundll32.exe shell32.dll,SHExitWindowsEx

rem to reboot Windows
rundll32.exe shell32.dll,SHExitWindowsEx 2

rem to power down
rundll32.exe shell32.dll,SHExitWindowsEx 3

If you type msconfig in the start search box, it will give you many startup options on the next boot.

BCDEdit: to control boot options
daemon
exec
finalize
safe mode
Timer
Windows

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