You can try a registry edit, but I wouldn't unless you have the computer networked so you can change it back if you need to. I'm thinking you can change your shell program from explorer to whatever emu you want. When you exit the emu, windows shuts down. We used to mess with people at work all the time by replacing their shell with minesweeper. They would log on, minesweeper would open, they would be like, "WTF?", close minesweeper, windows would shut down.
I'll see if I can find the correct registry key tonight. Which version of Windows are you using?