I've been having a couple of problems lately referring to startup and shutdown procedures.

First of all, my specs:
Intel P4 2.6Ghz CPU
ASUS P4P800-Deluxe Mobo
2x256, 2x512mb Geil DDR PC3200 RAM
80Gb Western Digital 7200rpm HDD
GeXCube 128m Radeon 9600xt extreme AGP
17" Samsung 753DXF Flat Screen CRT Monitor

Startup Issue:
I've been having startup issues in the form of black screens occurring during various stages from BIOS to the Windows Desktop. At random times, the computer will show the HDD access light, but the monitor will go in to the same state as when the PC is turned off.
This is a recent problem that seems to have happened for no reason. I have made no recent modifications to the system nor have I tampered with any BIOS settings. The problem usually occurs after "cold" starts (no computer usage for long periods of time, mornings or after I get home).
I resolve the problem by turning off the PC at the power point and starting up again, usually multiple times.

Shutdown Issue:
When shutting down my computer, usually after quite a few hours of usage, upon clicking the Shutdown selection from the Start Menu, the standard error message "An error has occurred...do you want to send this information to Microsoft..." appears. I dismiss the message and can then proceed to properly shut down the computer.
It's a small problem with no bad effects, but I simply would like to find the cause.

Looking forward to your replies.

Took the PC to the shop and had it fixed. The startup problem turned out to be an injured CPU fan.

Still confused about the shutdown issue though.

Meanwhile, my monitor died while tinkering around with the system. It doesn't respond anymore so I'm assuming it is some sort of power fault. Any suggestions before I take it to the shop?

What do you mean? You can start your computer normally but it fails in shutdown process. Try repairing your xp.

Shutdown problem it might be a faulty PSU..make sure that there's enough thermal compound on your processor and heatsink to prevent overheating..

I'm suspecting it's more of a software problem than a hardware issue, since the error message only presents itself after long sessions or after running specific programs such as Disk Defragmenter or Azureus.

If you feel it was a software problem. Try what I said, do a repair install but this is not 100% successful sometimes it may hang your system during setup. So be ready, backup all your important files. If it doesn't work, do a clean xp install. Install driver one a time and shut it down. Through this, you will be able to determine the problem, software or hardware.