Imagine my horror the other day, when I saw an otherwise sharp friend shut down his laptop by holding down the power button until the system switched off. "Whoa, whoa, whoa!" I cried. "Why did you do that?"
"What? I was just turning off my PC," he replied innocently.
Sometimes I forget that some of the stuff I take for granted isn't common knowledge. So, in case you've been committing the same heinous shutdown crime, allow me to enlighten you.
That is not, repeat, not the proper way to shut down a PC. The proper way is to click Start, Shut down. (I know, it's ridiculous that after all these years, Microsoft still forces you to use the Start button to end your computing session.)
Alternately, you can press (and immediately release!) the power button, which will either shut down your PC or put it in sleep/hibernate mode, depending on how Windows is configured. (To change that configuration, see Change the function of your laptop's power button.)
The only time you should press and hold the power button is if your computer is locked up and otherwise unresponsive. A five-second press will usually force a "hard" power-off, after which you should wait another five seconds before turning the machine back on.
But if you do this all the time, Windows won't be able to perform its necessary shutdown housekeeping stuff, and ultimately you'll muck up the OS.