How to prevent normal users from shutting down the system?

This is generally the norm for most systems, but Ubuntu is a bit different. Here is an article with all the steps for Ubuntu.

Generally you don't stop people with physical access to your computer from shutting it down gracefully because if you do, they'll shut it down ungracefully by pulling the plug.

Normal users, i.e. ones without physical access to the system and/or root, can't shut down the system.

Once you give users physical access you have to assume that they can get full control. Shutting down is done with the power cord. Breaking in is done by booting from USB or the DVD drive.

You can remove the DVD drive, but USB is harder since that's also the keybard and mouse.

You can, of course, lock the case down, password protect the bios, epoxy the keyboard and mouse in place, and fill the extra usb plugs, etc. It does give a impression that you might not trust your users though.

You could also look into the linux terminal server project since opening a remote session will not let you do a shutdown.