Expanding on what @Peter Schuetze said...
Unless the nodes are VMs that you want Hudson to manage (see the VMware plugin), the start and stop operations are out of Hudson's control. Depending on how you have your slaves set up, Hudson may just automatically connect when it sees the node is online, or you may need to make sure the slave runs something at startup.
You can use the Hudson API (generally HTTP POSTs to URLs on the Hudson master) to tell Hudson that nodes are going offline ahead of time. This will help avoid builds that get killed when the node goes down. Check out the HTML source on the node's page (http://hudson/computer/node_name) to see what the web interface does for the "mark offline" and "disconnect" operations.