A) I feel that there are language options that you could select that would modify the language selection for the whole OS. I know there are at install.
B) If you want to have an English OS with just an Arabic shutdown menu... then your option is to hack the registry imanually. Step one is to download a program that will allow you to do it, I use Regedit... its a bit old, but it has worked well for me. After that its just a matter of finding the specific registry key and changing the wording. I have done this to mod my start button, start up screen and exit screen... it is time consuming, so you will have to decide it shutting down in arabic is worth the time. Once you know where that phrasing is kept it won't take long... if you know exactly where to do, manual hack will take 15 - 30 minutes, if not... hours. I doubt its worth the time. Option A is a much better bet.