The "Don't take a snapshot" option applies to restarting virtual machines but not to shutting down a virtual machine. That is an error in the documentation under the "Shutting down virtual machines" section.
Thank you for kind reply.
Hope that error got corrected soon.
Thanks for your feedback on the documentation. I have let the Free Tools writer know about your feedback so he can chime in.
The documentation for VM Console states that you will have the option to not take a snapshot when shutting down a VM. This is an error in the documentation, and the option is not available. The documentation will be updated whenever an update is made to the VM Console free tool.
A Knowledge Base article has been posted with this information: http://knowledgebase.solarwinds.com/kb/questions/2011/