Haha did it to my step brother while he was in the bunk bed above me on his laptop. I typed the shutdown message to be "the boy underneath ur bed doesn't halve as look good as you from the veiw outside your window". He immediately shouted "fuck" and ran to look out the window followed by him opening the window and shouting out swear words trying to scare the pedo away.
Because you're not the administrator. You need to be logged on the admin account on the computer (or network). Try your parents/teacher/boss's accout if you can.