SP2 disabled "power option" and "shutdown option"

I installed SP2 in my Sony PCG-Z1RAP notebook. Now I
have only "log-off" option in my Window Shutdown pull-
down window. Someone told me that the "Power Option"
need to be changed.

When I went to "Control Pannel" - "Performance &
Maintenance" - "Power Option" to change the "Power
Sheme," I was blocked with the following message:
"Power Policy Manager unable to set active policy."
followed by a statement: "Not all privileges referenced
are assigned to the caller." I have administrator
privilege in my PC and it worked well before I installed
SP2.

Can anybody help me? Thanks in advance.

Joe