The command prompt allows you to program the shutdown of your machine. Ideal for letting a download finish, simply enter the command shutdown -s -f -t xxx.

• The "s" will shut down the PC, 
• the "f" forces the closing of jobs that you have not saved (and therefore bypasses the dialog boxes),
• the "t" adds a time after which the machine will shut down.

Simply replace xxx with the amount of time in seconds after which you want your PC to shut down.

For example, if you want to shut down your PC in one hour, you can use the following command:

shutdown -s -f -t 3600 

NB: Once you have pressed the enter key, you will be notified that your request has been taken into account. Within 10 minutes of switching off the PC, you will also be notified.

Source: 01net.com