Do not pull the plug until the OS has shutdown completely. If you do, you risk corrupting the SD card and then needing to reformat and re-install. You can power down from the menu, once the green activity light goes off permanently and your display is off, youcan safely assume the OS is done powering down and you can pull the plug. If you fancy the command-line, there's a command (`poweroff`) that will blink the green light 10 times once it's safe to unplug the Pi.