While TOM is certainly correct regarding several reasons why an engine will not shut down with the throttle closed, there can be other reasons. For example, an air leak anywhere in the engine can cause this. This is usually accompanied by needle setting that have to be richer than what would be considered normal. This could be caused by a bad cylinder base gasket or a leak between the case halves. Another common problem is a warped carb spacer, reed bank housing or anything that can let air in between the engine and the carb. The much beloved DA-50 is one engine that can experience this problem ... by design. Another area to look at is a worn carb body especially if the throttle return spring has been removed. On many carbs the spring helps to center the throttle plate in the bore of the carb ... if removed the throttle plate can wear into the carb body near the shaft allowing extra air to enter the engine around throttle plate where it has worn grooves into the carb body. This condition is usually accompanied with complaints of intermittent idle problems .. either idle speed or mixture, or both. If the carb body is worn, it becomes a throw away item.

There are other things that can cause your problem but those things mentioned so far are the common ones. As TOM said, most commonly it is just an adjustment or installation problem!