HowTo Give Non-Sudo Users Logout/Shutdown Ability?

[Cyberiade.it Anonymous Remailer]

While logged in as the user I originally installed ubuntu
with, I added a new user, non-sudo, to my ubuntu,
via the Sys/Admin/U+G menu. The problem is, when I login at
the non-sudo user, every time I click the logout button or
choose this from the menu it doesn't allow the non-sudo user
to logout or shut the computer down, why not and how may I
change this behavior?

I assign my friends non-sudo user accounts
so they may use my system when I am not around, but without
administrator access. Everything else works fine but I need
them to be able to log themselves out and to be able to shut
the computer down when they are done.

Please tell me how to give my non-sudo users logout and shutdown
ability, I have Googled and asked others but no one seems to
have an answer for me that works.

Can someone please help me? I would love it, thank you.