I did try coffeetime suggestion and did not get a popup, when I right click on desktop I get the leave option but choosing it just logs me out.
I have now placed that lockout/logout widget on both this and my test install (YAY)
However, the red icon gives no option to even reboot or shut down, touching it logs me out. (BOO) There is no line next to it
http://www.smqlinux.com/smq/logout.png 
I remember in one of my many forays into KDE4 seeing that line and having options but sadly, no more. My test install is a default KDE4 (deleted .KDE4 folder after messing too much of the taskbar) and I didn't do much customization there now so it is different from this one. I can't believe I screwed up both the same way?
UPDATE: after looking at the screenshots of those with the options some more I realized you need to have check options to confirm shutdown. I normally shut that off first thing because I hate the delay. I now must decide if having the reboot options are worth that stupid delay.
And another note, with knowing more terms I was able to Google much more concerning this "feature" however, no posts mentioned keeping the confirm in there.