Difficulty Shutting Down

I am a bit of a technology biff so grateful for any advice (ideally in layman's terms!). I have an I Mac G5 that has been great up to when I connected it to the internet. Whilst I do not think I have had a virus or such like, as everything else continues to run normally, I cannot seem to get the thing to shut down normally.
I normally close all the applications and then click on shut down through the drop down menu. It seems to go through it's routine normally and the screen goes black. However, after a few seconds the fan inside seems to power up to max and it continues to run at full tilt until I shut the computer of manually be holding down the power button. When I next start up the system it comes up with a 'Mac OS X was shut down incorrectly last time' message but apart from that everything is normal.
Could it be the modem causing the problem or could it be something else?
Grateful for any advice.
Regards
I Mac G5   Mac OS X (10.4.9)  

Further to above. It sometimes hangs up and does the same (ie the fan goes into overdrive) when I am in Safari. The screen freezes and there is nothing I can do with the mouse or keyboard that unfreezes it. After about 10 seconds or so the fans start up and the only way to get it to shut down is by holding down the power button!

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