Generally when it refuses to shut down, it will flash a 'permission denied' error and dump you back to the desktop. This happens when a process is running that was started with root permissions, and your user (who is trying to initiate the shutdown) does not have permissions to terminate the process which was started by root. If you want to make this happen on purpose, you can (for example) open a terminal, type in 'su' and enter your root password. Leave the terminal open, then try to shut down or reboot the system. It will briefly flash a window asking for your root password, which will disappear before you can actually start typing anything. Presto! You will now be unable to shut down your system until you either close the terminal or type 'exit' in the terminal to exit root.
There is no firewall standard on AVLinux, at least not that I know of. I'm guessing you installed ufw? I've never used ufw, so I can't help you configure it, sorry. But I wonder if ufw is running as root and your user does not have permissions to access the internet. This could also explain your shutdown issues (your user may not have permissions to terminate ufw.)
Thank you, trulan. I think you're exactly right.
In fact, the first time (after the HDD install) that I tried to shut down (little button in the lower righthand corner), it said that I didn't have permission! Weird!
In all likelyhood, I was probably running as root, since I was probably also trying to get ufw to work.
Well, at this point, my HDD install seems to be working fine, and shuts down normally. The only "problem" is ufw, which requires that I change some settings to get it to work as it should.
So do I really need ufw? Does AVLinux rely on some other system as a firewall that is sufficient without ufw? I just want to be sure that my system is safe..