Computer doews not turn off when I choose turn off?

Hello!

I'm using Mandriva 2008.
I have some problems with it, one is that when I choose to turn off the computer, it looks like just the graphical OS is turned off.
The computer is still on and my screen gets very "blury". I can see that in the blury screen there is hughe letters saying "login:" (these letters nearly occupies the whole screen)
So I guess it goes into console/shell mode.

This is a bit anyoing.

So if any one got an ide how to solve yhis it would be great.

Best regards
Fredrik