Most likely a vaccum leak. You didnt specify year or model but generaly when you turn the switch to STOP you send a vaccum signal to the back of the injection pump that cuts the fuel. Look on the back of the pump for a brown vac tube and make sure its hooked up. If it is, then pull it off and apply vac to the port on the IP. It should hold vac. If it doesnt, you need a new diaphragm. Next check for vac on the brown tube.