In a previous blog entry I detailed how to use the DEV BULIT IN authentication mode for SQLFire.
When you need to shutdown members with authentication on you would do the following.
1. Create a directory called "shutdown".
2. Copy sqlfire.properties into that directory
sqlf shut-down-all -locators=localhost -user=admin -password=adminpassword
This will only shutdown the members you would still need to stop the locator if you wanted to do that.