PS: If its kdm (the default if you did a KDE installation and installed XFCE afterwards), try to set DISPLAYMANAGER_SHUTDOWN="all" in /etc/sysconfig/displaymanager (open it in a text editor and modify the existing line).
The default is "auto", which means it depends on the security settings, implying only root can shutdown in your case.
See also the comment in the file:
Code:
# Determine who will be able to shutdown or reboot the system in kdm. Valid
# values are: "root" (only root can shutdown), "all" (everybody can shutdown),
# "none" (nobody can shutdown from displaymanager), "auto" (follow
# System/Security/Permissions/PERMISSION_SECURITY to decide: "easy local" is
# equal to "all", everything else is equal to "root"). gdm respects the
# PolicyKit settings for ConsoleKit. Shutdown configuration can be done via
# the polkit-default-privs mechanism.