Rose ,
It sounds like your computer is set to restart instead of shutdown.
If you tell us what operating system you have we can tell you how to correct that. In the meantime try this ,
click on start..... select shut down........a box will pop up
look to see what the option is thats hi lighted. If it doesn't say shutdown ........click on the little icon and select shutdown. That should fix it for you.
dl65
