Taco, maybe someone with more knowledge than I can hep. Maybe you accidentally told synaptic to remove the other kernel? Or, maybe it worked and if you boot your original grub entry it will boot the new kernel.
After I installed the 2.6.38.8-pclos1 kernal and rebooted, I had a new grub entry, but even the old grub entry booted to the last installed kernal. And if I look in /boot directory, now I have config-, initrd-, kernel.h-, System.map-, and vmlinuz- files for each kernal.
Since I learned how to change the kernal, I went ahead and installed 2.6.37.4-pclos1.bfs and it works as it should with no shutdown problem. The 2.6.38.8 (non-bfs) still had the problem on my machine.