If the current setting for the Start Menu power button do not meet your needs, you can easily change it (to sleep, hibernate, or shutdown) by following these instructions:
1. Open the Control Panel.
2. Select Classic View from the left pane.
3. Double-click Power Options.
4. Go to your current power plan and select Change plan settings.
5. Select Change advanced power settings.
6. Scroll down to Power buttons and lid.
7. Expand Power buttons and lid.
8. Expand Start menu power button.
9. Click the current option so that it changes to a dropdown.
10. Select the desired option.
11. Click OK.
12. Close the Edit Plan Settings window.