I think you could telnet to localhost 8005 from command prompt, and type SHUTDOWN<ENTER>. Also, I think I remember that this worked only in the physical box. Somehow, it didn't respond when I tried telnet-ing from another m/c. But I am not sure if I remember correctly.
Accessing
http://localhost:8005/SHUTDOWN may not be same as this. You are sending a HTTP request to fetch a URL, rather than sending a command at the port.
I am not sure of the details of how HTTP differs from telnet but I am sure it does. Can somebody post a proper explanation ?