why do my computer keep going to the test when I shut it down even thought it has finished the test?

What kind of test are you referring to?

Resetting PRAM

1. Shut down your iMac.
2. Locate the following keys on the keyboard: Command (⌘), Option, P, and R. You will need to hold these keys down simultaneously in step 4.
3. Turn on your iMac.
4. Press and hold the Command(⌘)-Option-P-R keys before the gray screen appears.
5. Hold the keys down until the computer restarts and you hear the startup sound for the second time.
6. Release the keys.

Impossible to comment without knowing what Mac you have, what version of OS X, and what 'test' you are referring to.