On my Latitude C600 under Power management it has a section asking what the computer should do when the power button is pressed, so i guess if they have a section for it it must be ok. I normaly don't turn it off that way and only use it when the system becomes frozen. But I don't seen any problem with forced shutdown occasionaly.
If you just don't want to wait for it to shut down change the registry(Found this on the web)
Quote:
Sometimes when you're shutting down, XP will sort of just sit there and twiddle its thumbs, so to speak. That's because it is waiting for applications or services to stop hanging and shut down. Eventually it will do something about it, but why not get to it quicker? Here's how to make XP force a quick shutdown
1. Click Start -> Run -> type 'regedit' -> OK
2. Locate 'HKEY_CURRENT_USER\ Control Panel\Desktop\'
3.Select 'WaitToKillAppTimeout'
4. Right click and select 'Modify'
5. Change the value to '1000'
6. Now select 'HungAppTimeout'
7. Right click and select 'Modify'
8. Change the value to '1000'
9. Now find 'HKEY_USERS\ .DEFAULT\Control Panel\Desktop'
10. Select 'WaitToKillAppTimeout'
11. Right click and select 'Modify'
12. Change the value to '1000'
13. Now find 'HKEY_LOCAL_MACHINE\ System\CurrentControlSet\Control\'
14. Select 'WaitToKillServiceTimeout'
15. Right click and select 'Modify'
16. Change the value to '1000'
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