I recently discovered, that closing SheepShaver's(Windows XP, Mac OS 9.0.4) window, creates this window inside emulator:
http://img833.imageshack.us/img833/9685/20110430175901.png
It's similar that this one on my MacBook Pro with Snow Leopard and iBook G4 with Tiger when I use power button. When I click power button in my iMac G4 15' 800MHz both in Mac OS 9.2.2 and Jaguar, it just goes sleep. I think that this window appears only on portable Macs, but is there an ability to have it also on stationary Mac with Mac OS 9?