Hello, Im new to this forum, so please excuse me if Im butting in here.
I wrote a program in VB6 that will start Glaunch (a emulator front end), then shut down the PC when Glaunch is exited.
Since it is written in VB6, it only works in win 98 to win XP.
It is called Glauncher.
Take a look at it, if it is what you may be looking for, let me know, I can easily modify it to run something besides Glaunch, such as wincab. (Or at least I think I can).
If you dont have Glaunch, just create a small bat file called Glaunch.exe.
Glauncher has to have Glaunch.exe to work.
The temp bat file could just have an exit command in it. It will give you an idea how it works.
Here is the website that describes it, with a few screen shots. This program is free.
http://members.tripod.com/~Skennys_Outpost/glauncher/glauncher.htm