You have one of these problems. If the all of the sprinklers on that zone are staying on then you have the great possibility that you have a bad diaphragm in the valve. If the valve is shutting down but you have water seeping at the sprinkler, then you also have a bad diaphragm. If this has been an existing problem and the sprinkler sits in a low spot then the line is draining out and can be fixed with a sprinkler that has a check valve, Rain Bird calls it "sam"

Here is a link that might be useful: seeping valve

Thanks Ted,
I will by one and see what happens,its strange though because I have a lower sprinkler head in the zone that does shut down after the cycle.