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Press the power button and it'll restart and restoring the windows. Press the power button for so long and it'll sleep. When return it'll restore the whole windows.

What about if I want true restart or shut down?

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Keep pressing down the power until it shuts off. –  Chris W. Rea Mar 6 '13 at 3:55
    
Pressing the power down until it shuts off is NOT recommended. See my expanded explanation and suggested answer. –  Global nomad Mar 6 '13 at 7:31
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2 Answers

up vote 3 down vote accepted

Press and hold the power button for several seconds and your Mac will power completely off. This should only be required in the most extreme circumstances. Normally, you should shut down your Mac by clicking on the Apple icon in the upper left corner of the menu bar and selecting Shut Down... from the drop down menu.

Your applications are resuming when you log back in because you're telling OS X to restore their state when you shut down.

When you shut down or log out make sure the Reopen windows when logging back in option in the shut down window is UNCHECKED. Like this:

Shut down options

This will prevent OS X from saving the state of open applications and restoring them when you log back in.

You should also check your log in settings to make certain you aren't starting programs as login options. Open System Preferences and click on the 'Users & Groups' icon. Find your name in the user list and click on it and then click the Login Items tab. Remove any applications you don't want to start on login from this list by selecting the application and clicking the - button at the bottom of the table. Like this:

Remove login items

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Then why when it's turned on I got the window the way it used to be there? It's like hybernating rather than shutting down. –  Jim Thio Mar 6 '13 at 6:34
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First thing first, pressing the power down until it shuts off is NOT recommended unless in extreme cases as forcing the hardware to cut power may result in a corrupted disk image if there are system (or user) processes writing data out to the SSD or HDD. You'll know you have a corrupted HDD or SSD when you run Disk Utility's Verify on them.

Try Command-Space (or whatever key combination you have preset for Spotlight), and type Terminal into the search field. When the Terminal.app launches, type

sudo shutdown -h now

The Terminal.app may prompt you for an administrator password, so please type that when requested.

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Although a corrupted disk is unlikely as they are journalled to deal with this case. (try unjournalled disks for a great risk of corruption) –  Mark Mar 6 '13 at 23:49
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