It's certainly something one wouldn't want to make a habit of doing. The OS & computer is designed to be shutdown a certain way, sudden power outages have been known to cause data loss & other hardware failure.
This includes removing the battery from a notebook to shutdown.
If there's an issue that's preventing normal shutdown, it should be promptly fixed. This issue seemed to be more common with XP computers, where the OS would totally lock up, I've yet to see a Windows 7 install do this.
i would think system files that are loaded into memory would be read only, and could not be changed and thus damaged. but it seems that's what happened here as far as my blue screen of death, as i have no virus.