Java, is a programming language that runs on many platforms and not just windows. If Sun created a method just for shutting down windows, that would go against the portablity advantages of the language. Sun would have to create a shutdown method that basically shuts down the JVM and the operating system that the program runs on. I am not aware of any such method and I dought one exists.
You would have to use JINI (eg. call a C function that specifically shuts down windows). Of course this would only be native to window OS machines.