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#11
In that case you are not doing what I was doing. "Shut Down options"? It is not in Shut Down menu and it has nothing to do with Shut Down menu.
Here's what I'm talking about
The sub-menu that appears when you hit your user name at the top of the Start Menu. It contains names of other interactive users ("Alice" and "Bob" in the above picture). If you hit one of the other names, you will switch to that user without logging out of the current one.
The same "Switch User" functionality is also available if you hit Ctrl+Alt+Del. The screen that appears will contain "Switch User" option.