Problems shutting down - reset PRAM?

Hi
The last two evenings I've come to turn on my macbook (1.83 GHz) pressing the on button hasn't worked. The first time, I had previously left something plugged into one of the usb's so assumed I'd run the battery down. Plugging the macbook in allowed me to start up but I had the "OSX shut down unexpectedly" message.
Anyway, after charging it back up, when I came to shut it down, I noticed that when the screen was closed (not when it was open) the sleep light was continuously lit. I could hear a fan going so thought it was just cooling itself down and it would be fine.
However the same thing happened again, there was no battery when I came to start up, warning message etc...
Searching on these boards, people seem to be suggesting to reset the PMU and the PRAM (?) Can someone explain what this is and how to do it please?
Any comments on the shutting down issue? All programs were closed etc before shutting down.
Thanks
Macbook 1.83GHz 1GB   Mac OS X (10.4.6)   iPod nano, iPod 3G

I have had my computer for 8 days and it has ran great until yesterday. I was just surfing the web and it shut down. It completely shut off. I wasn't doing anything other that surfing and I think all I had open was safari and mail. The battery was low around 10% but it reboot and was fine for a while after.
Today, a friend sent me a trial code for World of Warcraft so I decided to download it and give it a try. I burnt the image to a DVD and was installing it off the image and it shut down part way through the install. Tried the exact same thing again and got the same results. I was running on almost a full battery.
I then decided to do the hardware test. I ran the short one - no prob then I tried the extended test and it shutdown part way through AHHH. Man this ticks me off. This machine is awesome in every other respect other than it gets warm.
I saved the system logs and will call Applecare tomorrow. I am doing a format and install to see if that fixes the issue and hopefully I can make it through the install ok without it crashing.
I have a default basic config with no RAM upgrade so everything is stock.

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