This problem has been addressed a number of times on this forum but I am not computer savvy enough to direct you to the postings. In a nutshell a vacuum soleniod is employed when the ignition switch is turned off and the solenoid blocks the flow of fuel. A quick way to shut the engine off it to manually push the lever (that says 'STOP) by the injector pump. In pushing the lever, your hand is providing the power that should be provided by the vacuum. Repairing this problem is not too difficult and is explained in depth in those postings I spoke of. Good luck

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John Schroader
bio burnin' 83 300D, '83 300 SD, '79 240D
"I've never met a man who was good at making excuses who was good at anything else" Ben Franklin
"You cannot permanently help a man by doing for him what he could and should do for himself" Abraham Lincoln