You shouldn't need to worry too much about corrupting the data. The file system is journaled so the worst you should get is a lengthier start up time as the repairs are made.
I'm not sure what you mean when you say it doesnt' shut down like a PC. Under "energy saver" in the system preferences-->options, you unchecked "allow power button to sleep computer" under "Wake options"? If so, the system should shut down when you press the power button.
If so, the computer should shutdown when you press the power button.
If you hold it for 6 seconds it will simply shut all the power off.