have you ruled out the possibility that a ghosts may be turning it back on when your not looking
(i like smilyS)
whats the exact process you go through, do you go to start > "turn off computer" > "turn off computer"?
Seems like some kind of electrical problem, not really sure what though. Disconnect all of the power cords going from your power supply to your components. Then reconnect them and see if that helps at all. Also make sure your case doesn't have an easy push turn on button. My case does, and sometimes when it turns on with me wondering, "wtf mate howd that happen", not realizing it was pushing up against the wall, and i mustve hit the case with my foot and that, pushing it into the wall.
Also theres probably a button on your monitor to turn just your monitor off. A lot of computers use a system to tell you what kind of mode it is, when I turn my computer off their is no light, stand by or restarting its orangey brown, and green when my computer is on. What colour is it (if any) when you turn off your computer?