Well, are you turning it off, or putting it into sleep mode? There is a difference there.
Either way, I would suggest you try the following and see if it resolves the problem. If not, then it may be a hardware issue rather than settings.
1. Go into "Control Panel" and then "System and Security".
2. Now select "Power Options".
3. In the Power Options window, choose the power plan you want to change, and click "Change plan settings".
4. On the next screen click "Change advanced power settings".
5. In the "Advanced settings window", click the "+" (plus sign) in front of "Sleep" and then click the "+" (plus sign) in front of "Allow wake timers".
6. Now choose when you want it disabled. (i.e. when charging (plugged in), etc.,)
SIDE NOTE...