How do i shutdown correctly from my gnome session?

You could try the following code in terminal
sudo shutdown -h now
if you want to shutdown in 30 minutes
sudo shutdown -h 30
if you want to reboot
sudo shutdown -r now

Ok thanx the answer, but it is not exactly what i am requesting.
I know that using cmd line with root privilege works fine for that and when i got the problem i used
sudo halt
but my request is how do i do it under a graphical session.
You know normally you have just to click the 'red button' in the top corner of the desktop and then it asks you for disconnect/halt or reboot. But me I have only disconnect case.
It seems like I have not the privilege to halt/reboot when using my graphical session.

Well, go to "System" and go to "Shutdown". There is also a panel item that does that: take "Shut down" instead of "Log off".

In 8.10, my shutdown/restart is under system as mentioned by Bernhard. The icon in the top right hand corner only gives the options for log off, hybernation etc as well. It seems to have reverted to the "normal" place for the upcoming 9.04 release.

Yes, but the panel has two different "logout" items now. Right-click on the panel and click "add item" and browse through the list: there are two things, a "logoff" item and a "shutdown" item. The second has the shutdown option.

Ok thanx for you answer, indeed there is an applet for shutdown the computer and this one works fine. I have no put it on my panel and now i can correctly shutting down my computer. But my problem was that the default applet in intrepid called 'Fast User Switch Applet' has a button for shutdown computer too. And in my case the shutting down feature of this applet doesn't works most of the times. I said 'most of the times' because yesterday i can shutdown from this applet. I think i will report this bug in 'bug section'.

ok solved

Thanks Bernhard, that solved my question.