It also happened when I just bought N900, but I figured later the shutdown button doesn't really shutdown the device immediately, thus removing the battery during shutdown in progress would cause some problems, like disappearance of newly created widget.

Either you need to wait or enter the following under xterminal (or create a command line widget) to issue the shutdown with sync:

Edit: Of course I didn't rule out the possibility of defects. Just try shutdown the device properly and see if it happen again.