Windows has an option to shut the computer down in a controlled fashion from the start button on the main Windows screen - please always use it.

When your PC shuts down, all the information regarding the current state of the PC is written to the registry files so that the PC knows how to startup correctly the next time you switch it on,

If you simply switch off the power you can cause all kinds of disk or file corruptions (See tip on backups - you may need it if you do not follow this advice!!!). In the worst case you can actually damage the hardware inside the PC.