I want to make shortbread, but I don't have any powdered sugar

Yep, no problem. Probably should post it as a recipe-- but here's what I do
(1) Beat the butter until it is really silky, about 4-5 minutes. Then add the sugar, beat somemore. Then add the egg yolks, one at time. Scrape bowl, beat for another 1-2 minutes.
(2) Add the flour all at once to the mixture. Cover with a tea towel. Pulse the mixer until cookie dough curds form.
(3) Chill for at least an hour in fridge.
(4) Preheat oven to 350. For thick shortbread squares (which is what I usually make, 20-22 minutes, rotating half way in between. For more traditional rounds, 14-16 minutes, rotating in between.

Hilarybee--your recipe sounds delicious. Could you provide the baking temperature and time for baking? Thx.

What kind of flour are you using? I follow this recipe:
1 cup butter
1/2 c granulated sugar
2 egg yolks
2 cups all-purpose flour
1/4 c powdered sugar
pinch of salt

I learned in Scotland to sub out the 1/4 c powdered sugar with either more all-purpose flour or with rice flour. Then I roll in sugar.

http://smittenkitchen.com/blog/2010/09/peach-shortbread/ or http://smittenkitchen.com/blog/2009/02/toasted-coconut-shortbread/

Yes, you can make your own powdered sugar in a blender (you might want to mix in a little cornstarch too). Or you could try a shortbread recipe that calls for granulated sugar, like this one: http://www.thecookbookchronicles.com/blog/?p=3812

Sorry, I don't know why the question posted twice.