Be case-sensitive with writing your code. The instruction says "shut_down" as name of function and not "Shut_down". Please check all through.
Don't forget your colon ( : ) after the function.
Also, the argument for the function is s and not "yes".
No need for this, below.
Be case-sensitive with your return statements. It's
return "Shutting down"
return "Shutdown aborted"
Finally, ensure your indentation is right by hitting the enter key on your keyboard after a colon ( : ) where necessary.