I shut off my computer but the sidelight is still on ?

I just got my Macbook just about a week ago, everything was fine until tonight when I shut down my computer and the sidelight was still on. That was my indication that the computer must still be on.
HOW DO I TURN IT OFF?
I tried a suggestion from another post and disabled my safe sleep mode but that didn't seem to work. I also waited until the screen goes completely black before shutting my comptuer. What's the deal?
ALSO! It is hard to wake up my computer from sleep mode.
I got a Mac so I would hopefully not have to deal with computer problems...or at least not as many as a PC...but come on! I just got the thing and it's giving me problems. ugh.
Please, any mac technician......HELP!

I would recommend calling appl customer care, they're open now i believe. The number is 18002752733 (if that's not it call 1800myapple. How are you shutting it off. If you hit the power butten then click shut down wait till the screen goes blank. Then hit the caps butten. Does the green light come on? if it does your computer is still on. Give it 5min, try caps lock again, if it still turns green do the following, if it didn't then your computer should be off.
Turn it back on/make it come back from sleep. Click the apple in the top left corner, then shut down. do the caps lock check again after the screen goes black, does it still come on? Wait 5 min, check caps again. If neither worked, call apple.
(if it does work, it mean you were closing the mac too early)

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