Some people may consider this guide common sense, but aparently a lot of people did not understand the consequences of what happens when you simple hit X to shutdown your server.
When you do a server restart, it doesn't just close does it? It starts doing things. It safetly shuts down your SQL tables and clears cache's (temporary data). It is the same when you plugin a harddrive or memory stick, if the device is being used when you pull the plug out you will get corrupt files / data loss.
So how do you shutdown safetly?
That is using an auto restarter, the confirmation is asking if you want to terminate batch file (stop it looping startup).
If you do not have a auto restarter running, you should be able to simple type into the box "shutdown" without the " and then enter, or "exit" without the " and enter. Ctrl C will work either way.
So just what are the consequences of using just hitting X?
As I said earlier, think of it like a memory stick or harddrive. Stopping it while it's in use will cause corruption / data loss, the same is in this case. Either SQL tables will 'crash' which is a nightmare to sortout and best to either try and run a repair tool which results in some data loss or to restore from a backup; or/and the caches will not clear properly which will increase the use of ram and cause problems in the future.
So remember, always shutdown safetly. It may not have happened to you yet, but when it does you will regret it.