If this is going to be on one system, or multiple systems not in a domain, I would suggest just placing it within the local group policy (gpedit.msc). Once there, as FloDiggs suggests, look at Computer Configuration --> Windows Settings --> Scripts. There is a "shutdown" feature on there. Edit the setting and add the script/bat.
If it will be on multiple systems, with each system in a domain, it would be in your best interest to get GPMC. The link you provided is for the GPMC with Service pack 1. You do not need it to make policies, however, it does make creating and editing Group Policies in a domain a lot easier.