Leopard doesn't shutdown sometimes....

Sometimes happend that my MacBook doesn't want to shutdown. Normally I close MacBook to put it in stop mode without problem, but when I try to shutdown or restart Mac Os closes all icons and menù bar correctly: the dock remains open and nothing more happend. Some minutes later Mac Os tell me FINDER couldn't be closed.
Any solutions?

OK....
but when happend how can I shutdown the system? I can do it by the power button only (pushing it for some seconds). I tried to use the command SHUTDOWN on the terminal but the system say I'm not a superuser.

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