In MCE 2005 Microsoft introduced more options when the power icon (on the main window) is pressed. Unfortunately, the power icon is a bit of a pain to navigate to.
You have to go to the main window by pressing the green button on the MCE remote, press the left arrow, press the up arrow and press OK. This changes depending on whether something is playing within MCE or not.
You can do away with that whole navigation exercise by changing some power settings within Windows. Now when I press the power button on my remote from anywhere within MCE, the menu is displayed. All you have to do is set the system to ask you what to do when you press the sleep button.
To set the system to ask you what to do when you press the sleep button do as follows:
Go to Control Panel and then Display Settings. Click the Screen Saver tab. Click the Power… button. Click the Advanced tab and under Power buttons and select Ask me what to do in the When I press the sleep button on my computer list.
That’s it. Now when you press the power button on your MCE remote from anywhere within the MCE interface, the menu is displayed and allows you to close MCE, lock the machine, shut down the machine, hibernate the machine or place the system into standby.
Enjoy!