A few users have described a problem with their Macs where upon loading the boot screen with the grey Apple, instead of showing the revolving indicator below the Apple logo the system will show a grey progress bar. In some cases the system will boot normally once the progress bar completes, but in others the system will turn off about half-way through the progress bar.
This progress bar is usually shown when the system is updating firmware, and seems to have happen with a few people who recently updated their system software. This may be normal in the case of older computers, since some system updates will require you apply firmware updates before the system can be installed. Later versions of OS X support these systems will contain firmware updaters for them, and will apply them automatically when you install the software. As such, upon installing a new version of OS X on older systems you may see this progress bar after the first reset.
Despite this possibility, some people have also had this problem appear after installing boot camp or partitioning their hard drives. In other cases, it has repeatedly displayed after every boot.
One thing to keep in mind is that this is a new feature when booting into Safe mode in Snow Leopard, so if you have the shift key held after updating your software you will see this progress bar. Additionally, if the firmware is somehow set so it passes the "Safe boot" argument to the kernel at each booup (regardless of whether or not the shift key is held) then you will see the progress bar. As such, it is possible that faults in firmware settings may be contributing to this progress bar repeatedly appearing, and you should first try to reset the computer's SMC and PRAM to see if it clears the problem.
Another possibility could be faults in how the firmware itself is being loaded, which could be especially true if this behavior is coupled with system freezes, hangs, kernel panics, or other crashes. If this is the case, then first check the system by inserting the grey installation DVD that came with your system and holding the "D" key at boot. This will then launch the hardware diagnostics test suite for your system, which should indicate if there is a problem with one or more components. More information on running the diagnostics tests can be found in this Apple knowledgebase article.
If for some reason you are not able to get past the progress bar and the system either sits at a black screen or shuts off, try restoring the computer's firmware to the factory default version. To do this, you will need to make a firmware restoration CD (using another Mac if yours is not bootable) and use it to reset the system's firmware. The procedure to do this can be found in this knowledgebase article, and while the article claims the firmware restoration software is available at the Apple Support downloads page, Apple has changed their downloads page so you will have to search for it using the term "Firmware Restore". Be sure the firmware you choose matches your computer model (ie, MacBook 5,2) which you can find in the "Hardware" section of the System Profiler utility.