Shutting down problems when connected to modem

Hi, my Mac (updated to Tiger 10.4.11) does not shut down properly when it’s connected to my D-Link ADSL modem. But it shuts down fine if it’s not connected to the modem.
These are the symptoms when i try to shut the commuter down when it’s connected to the modem:
Even though the screen has gone black, the yellow light on the modem is still on,
and the caps light on the keyboard is still on. The computer sounds like it’s still on instead of complete silence. Then the computer’s fan starts up and stays on unless I swtich off at the mains. When I switch off at the mains, the next time I turn the computer on there’ll be a notice saying it was restarted after Mac OSX quit unexpectedly!
I used to get around this problem by unplugging the modem before the blue screen came up during the shutting down process, and the computer would shut down fine. But recently this no longer works and the Mac appears to crash and a notice comes up saying I need to hold down the power button to restart the computer.
Occasionally the computer will shut down completely with no lights on the modem, weird noise or fan going, but this is rare.
I know it’s not neccasary to shut down the computer, but I like to switch off all electricals at the mains at night before going to bed. Any help would be appreciated as I’m worryed I may be messing up the computer long term.

I would look in one of the log files to see if there is some error message. The consol log contains mostly start-ups type messages, but some applications write to it nevertheless. The system.log contains messages from applications and other messages written after startup.
Next, I would check to see if there was some disk corruption. See bdaqua's post.
Console
You can use the console application to examine Mac OS log files. The logs will contain information on various system processes.
Macintosh-HD -> Applications -> Utilities -> Console
File > open console log
this will display the startup messages
and
file > open system log
once the system is started, messages will go into the system log
Other folks
bdaqua advises running disk utility from install disk and performing a safe boot:
http://discussions.apple.com/thread.jspa?threadID=2256611&tstart=0
Allan Jones advises running automatic maintenance scripts and checking for free disk space:
http://discussions.apple.com/message.jspa?messageID=10845311#10845311
AppleJack
"AppleJack is a user friendly troubleshooting assistant for Mac OS X. With AppleJack you can troubleshoot a computer even if you can't load the GUI, or don't have a startup CD handy. AppleJack runs in Single User Mode and is menu-based for ease of use."
http://applejack.sourceforge.net/

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