You've got a Radeon card. This is a problem with XFree86 that whenever you use DRI, you won't be able to shutdown. That is why on in the Ideas section of this forum, I've asked to have the very latest version of XFree86 (4.3.99) included as it includes a patch that fixes this very problem.
For now, the only way to do things would be to disable DRI. Comment the line load "dri" in your XF86Config-4 file.