There is a bug in OS X that may prevent you from quickly shutting down a computer with Fast User Switching enabled, if another user has applications open. When another user account is logged in and running applications, you can either switch to that account and log them out properly, or force their applications to quit by immediately shutting down. If you try the latter of these two options, the system will prompt you for an administrator password to log the other users out. However, supplying the credentials may not work.