What Happens If You Don't Shut Down Your Computer Properly?

What's the difference between clicking "Shut Down" and just pulling your computer's power cord out of the wall?

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• #shut_down
• #computer
• #pc
• #windows
• #start_menu
• #power
• #off
• #button
• #unplug
• #auto_save
• #delay
• #wait
• #data
• #corruption
• #file_system
• #ntfs
• #journaling
• #drive
• #update
• #disk_check