IIRC, hitting the power button is kind of a "quick" shutdown, and so doesn't always do a lot of the housekeeping things the normal shutdown method does. It's unlikely to harm your computer in any way, but a few finicky apps may stop working after a time.
I have Windows XP on my computer. If I go to Control Panel/Power Options/Advanced/Power Button and at the setting for "When I press the power button on my computer" I press the arrow button to "shut down", can I safely shut down my computer without going to Start, Shut Down, etc, etc? Thank you very much.