I'd shake your hand if I knew where you lived. :-)
I have despised this stupid window for years and have never been able to figure out how to remove it and stumbled across this site almost accidentally.

When I attempted the group policy change for Win Server 2008 r2 it worked perfectly.

I am a network adminstrator who's trying to learn more about server support and I'm also going to school so I have access to Server 2008 r2 std, ent, and datacenter so I'm running my own domain server to learn more about the 2008 environment studying for mcitp & mcts certs.

I've been reading a lot about the difference between 2008 r2 as a workstation vs win 7 and how it's more stable and quicker in certain aspects. I only have one license of win 7 which i have running in x32 and then my wife's laptop has yucky win7 home premium so since I figured out how to do this I'll put a 2008 r2 std on her laptop and that way it can join the domain so I can practice configuring remote apps through term. server. I know if I hadn't figured out how to remove this dialog box and i dared install 2008 on her laptop she would have my cajones for dinner the third time she had to deal with it.
If I end up finding out how to do this in my Microsoft Press self paced study books I won't be quite as impressed but you'll still be my hero a little bit. :-)

I sucessfully enabled this on a Workstation

1. Click Start -> Run -> enter regedit -> click OK.
2. Navigate to HKEY_LOCAL_MACHINE -> Software -> Policies -> Microsoft -> Windows NT -> Reliability. If the folder called "Reliability" does not exist, create it. (This folder does not seem to exist on a default/fresh install).
4. Select ShutdownReasonUI. If ShutdownReasonUI does not exist, create a DWORD value, and then name it ShutdownReasonUI.
5. Select ShutdownReaonOn. If ShutdownReasonOn does not exist, create a DWORD value, and then name it ShutdownReasonUI.
6. Enter a data value of 1 in the Value data box to enable the Shutdown Event Tracker, or enter a data value of 0 in the Value data to disable the Shutdown Event Tracker.
7. Click OK.
8. Close the Registry Editor console.

The new registry settings took without needing a reboot, you can verify this by just trying to "Restart" or "Shutdown" the computer and observe no more annoying prompts!

Perhaps there was an update to the OS that installed that policy additionally?

Strange that my latest server 2003 doesn't have it, but all my other ones do, and they're all at the same update and SP level too!

I am trying to make it so that in a power failure, this annoying box does not come up, preventing the automatic startup of my server! Help!

Also, I tried this:
To configure registry settings for the Shutdown Event Tracker,

1. Click Start, Run, enter regedit, and click OK.
2. The Registry Editor console opens.
3. Navigate to HKEY_LOCAL_MACHINE, Software, Microsoft, Windows, CurrentVersion, and then Reliability.
4. Select ShutdownReasonUI. If ShutdownReasonUI does not exist, create a DWORD value, and then name it ShutdownReasonUI.
5. Enter a data value of 1 in the Value data box to enable the Shutdown Event Tracker, or enter a data value of 0 in the Value data to disable the Shutdown Event Tracker.
6. Click OK.
7. Close the Registry Editor console.
8. Restart the computer.

That did not work either :(

http://www.askvg.com/is-your-system-infected-with-a-virus-spyware-adware-trojan/