Computer accounts security question?

I set up my computer where you have to put a SN and pword to go to the desktop screen. Well I found out that if you click "other options" on the sign in box and hit "shut down" instead of shutting down it takes you to the desktop screen where you can do whatever you want. How do I better keep ppl off my computer? Is there a better way to keep my teenager off when I am not home?