He's only 22 1/2. Federer was 25 1/2 when he entered that "stage" of losing in most of the MS events. Look for Nadal to absolutely clean up in 2009 and have a bigger year then Fed's 2006 because he will win the French Open.
Rafa matured a couple of years earlier than Fed in terms of his top level tennis game, he's been winning Slams now for 4 years, so it wouldn't surprise me if he also placed an emphasis on the Slam titles a few years earlier than Fed
Problem is Rafa's mentality is such that he desperately fights to win each and every match, anywhere. We'll see if this softens with age...