I have never been able to schedule my computer to shut down on its own.
I mean, it should be simple. Just go to scheduled tasks in control panel, add the task "shutdown -s" at the time you want it and that's it. But no. I always get some "access denied" error or something like that. Sometimes I hate Windows more than the usual.
Why do you want it to turn off on it's own?
@Jeff: Because I know in advance I won't be around at the time I want it to shut down?
Oh well, M$. Not surprising it doesn't work as intended.