These laptops are generally known to not shut down properly. I have spent over 2 years trying to get mine to shut down completely, but it stays on. Make sure this isn't happening to you by checking to make sure all the power lights are off after the screen turns off.
There are a number of "fixes" out there for this issue, but they don't seem to work for many people. Just make sure you hold the power button down until it turns off completely (after it finishes the shutdown process) if it doesn't completely power off on its own.