Nokia Lumia :: Can't Turn Off Whilst Being Charged

I have just purchased a Lumia 710, after using the HTC 7 Mozart (also windows phone). I prefer to charge my phone overnight and I also need to turn it off so my number can divert. I have always been able to turn my phone off and charge it, however each and every time I turn it off it turns on again. The iPhone and other andriod phones don't do this, and the HTC didn't do it either, so why does Nokia do this. Is there a setting in the phone?Many google results seem to say it only happens with nokia, and others say it happens with all windows phones, however as previously mentioned, the HTC doesn't do it.