On my XP laptop, I click on the "turn off" (or "shut down" or whatever it says) next to the "start" button, then it fades the desktop some and pops up a small window with choices of "stand-by", "log off", "shut down" or such. Press the <SHIFT> key (IIRC), and "Stand By" changes to "Hibernate", then click on that with the mouse, and it proceeds to do just that.
Steve