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When I shut down my macbook, it doesn't really power off: the screen turn black as if it were switch off but when closing the screen, the sleep led turn on. In order to turn it on again I have to press long the power button (to really switch it off), and press again.

EDIT: I precise that I hear a beep when switching off (like the one when you try to quit the finder with cmd+q for example).

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Are you using Shut Down from the Apple Menu? If so, I bet there is some process running that is preventing you from shutting down. Check that Time Machine isn't running a backup at the same time you are trying to shut down.

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I would open up Console.app after one of these ill-fated shutdowns and see you can trace trace down the hanging process. My old white macbook used to do this occasionally, but i so rarely shut it down that it was not really an issue. – peelman Mar 3 '11 at 3:53
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I installed Onyx and run various basic scan of this application. Since then the problem is fixed.

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