There is a bug in Ubuntu 8.04 (including 8.04 LTS) that after installing a gdm theme the Restart and Shutdown options may dissappear from the Quit menu. (System -> Quit...) If this has happened to you the following steps should fix it!

1. System -> Administration -> Login Window
2. On the Local tab under "Menu Bar" the option "Show Actions menu" has to be enabled.

(The following screenshot shows the Menu Bar section of the Local tab in the Login Window manager.)

Source: http://ubuntuforums.org/showthread.php?t=458505