Remove Disconnect item from Start menu (Terminal Services only)
Computer Configuration\Administrative Templates\System
Removes the Disconnect item from the Shut Down Windows dialog box on Terminal Services clients.
If you enable this policy, the Disconnect item does not appear in the drop-down list of options in the Shut Down Windows dialog box. As a result, Terminal Services users cannot use this familiar method to disconnect their client from a Terminal Services server.
This policy affects the Shut Down Windows dialog box only. It does not prevent users from using other methods of disconnecting from a Terminal Services server.