Acutally I think I found the problem

We have Veritas Backup Exec remote agent installed, with Open File Option installed.

Once in un-installed the Open File Option, the shutdowns stoped.

This seems to...

We're not using a script. 

I just used the "Backup Database" wizard in Enterprise manager.

Not sure if our database is set to Auto Close...how could I check that?

It's really weird, ...