I too have been experiencing this issue on squeeze. It doesn't happen all the time, but fairly often. It seems like if I wait about 15-20 seconds after closing applications before shutting down it's less likely to occur.
Based on this thread: http://bbs.archlinux.org/viewtopic.php?id=71125, it doesn't appear to be Debian specific bug and may not even be a gnome specific bug (a user reports having this problem using XFCE4 as well).
