Recently, I was unable anymore to turn off AirPort on my Macbook Pro. Other people reported having the same problem, and it seems related to Snow Leopard. Some people had the reverse problem: They were not able to turn on AirPort. Here is the solution that worked for me:

• Open the following folder: /Library/Preferences/SystemConfiguration
• Delete these files: com.apple.airport.preferences.plist, NetworkInterfaces.plist and preferences.plist
• Reboot your Mac

I found this solution here, and it worked for me. Here is another similar solution in case the one I used does not work.