Either a faulty shut off valve or a vacuum leak somewhere. Since you say your locks work, there is a leak close to the shutoff valve or the valve is bad.
Easy test.
Pop the hood and pull vacuum on the line going to the shut off valve. Either use a vacuum pump hooked to the line or disconnect the line and literally suck on it with your mouth. If it shuts off you have a leak, if it stays running the valve is bad and needs replacement.
This may help-
http://www.dieselgiant.com/repairyourshutoffvalve.htm