Try creating a shortcut on the desktop that does not use a batch file:
1) Right-Click an unused part of the desktop, click "New", Click "Shortcut":
2) Use "C:\Windows\System32\shutdown.exe /p" (without quotes) as the location of the item, then click "Next". You will obviously use your own desired parameters for the SHUTDOWN command instead of /p:
3) Type a name for the shortcut, then click "Finish":
4) Open the properties of the newly created shortcut, and change the shortcut key and/or icon according to your own desire:
I use this to force an emmidiate shutdown of Windows if I don't want to install updates first...