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Sometimes I get part way into booting and realized I had not intended to do that.
Can I now just shut down by hitting the power switch and then do what I'd really intended? Or must I wait for my boot to finish and then shut down normally? If I do not wait, what risks do I run and would they be serious in your opinion?
If you shut down the computer VIA power button and don’t wait for the shut down to go all the way thro. You run the risk of corrupting key kernel file. Also Improper Shutdown May Affect System Restore http://support.microsoft.com/kb/q283096/
When windows is in its shut down procurers it is terminating background services and programs. Not all the time but some time if the systems I just powered off you can damage one or more of these files.