Mail Application Does Not Quit Properly

I have a brand new iMac 20" and a new .Mac account. My son has an older PowerBook G4 and a separate .Mac account of his own. We both experience the same problem on our Macs...
Sometimes when we use Mail to check our .Mac e-mail after we are done using the program we go to quit the program. Sometimes, not all the time, the program window closes (it disappears from the screen) but the little triangle still stays under the Mail icon and the word Mail stays in bold in the top left-hand corner indicating that the program is still open. It will stay that way for hours if we let it.
The only way we know to get rid of this is to force quit Mail but we are assuming that is the wrong way and/or does damage. My son's PowerBook is somewhat older, but has barely any e-mails in his account. My iMac is brand new (as is my .Mac account) and has very few e-mails as well.
What seems to be causing this and how can we fix it? I am unable to shut down my Mac until I force quit Mail... otherwise when I go to shutdown nothing happens.
Thank you.

Launch the Console application in any of the following ways:
☞ Enter the first few letters of its name into a Spotlight search. Select it in the results (it should be at the top.)
☞ In the Finder, select Go ▹ Utilities from the menu bar, or press the key combination shift-command-U. The application is in the folder that opens.
☞ Open LaunchPad. Click Utilities, then Console in the icon grid.
Make sure the title of the Console window is All Messages. If it isn't, select All Messages from the SYSTEM LOG QUERIES menu on the left. If you don't see that menu, select
View ▹ Show Log List
from the menu bar.
Click the Clear Display icon in the toolbar. Then try the action that you're having trouble with again. Select any messages that appear in the Console window. Copy them to the Clipboard (command-C). Paste into a reply to this message (command-V).
When posting a log extract, be selective. In most cases, a few dozen lines are more than enough.
Please do not indiscriminately dump thousands of lines from the log into this discussion.
Important: Some private information, such as your name, may appear in the log. Anonymize before posting.

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