LG monitor won't let me shut down completely

I just got an LG monitor (L1932). When connected to my mac running 10.4.7, it won't shut down all the way. The mac appears to completely shut down, but then it immediately boots back up, almost as if I had chosen "Restart" instead of "Shut Down." It won't "Sleep" either, as it immediately wakes back up. The reboot / wake up seem to happen as the monitor shows a 'power saving' message.
I've tried my old monitor, and the problem goes away. I've zapped PRAM. I'm not getting a response from LG support either.
A friend suggested maybe I had a bad Tiger install, and I should do a clean install. I've also heard that LG has bad support for Apple users.
Any ideas?
G4 Mac OS X (10.4.7)

I've switched out the video cable, but the same thing is happening. There is also no USB cable hooked up.
I am able to completely shut down by unplugging the monitor. I first select "Shut Down," which brings up the confirmation alert. Then, I unplug the monitor. Finally , I hit the Enter key to confirm the shut down. Obviously, though, this is unacceptable.

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