Computer Issues

[Enjoi]

Ok so, I recently built my computer Specs:
Intel Core i5-4460 3.2 GHz

Asus b85m-d plus micro atx ddr3

GeForce GTX 750ti SC

EVGA 600w

2TB Hard Drive

 

Peripherals:
Razer Blackwidow Ultimate

Razer Deathadder 2013

 

my issues are that when I turn off my computer and click a button on my keyboard, it lights up and following the keyboard the mouse does. My computer does not turn on when I do this (In other words not in sleep/rest mode) I shut it down. Is there a problem when I was building it or what do I do? Is it ok if I just power OFF my PSU when my PC is shut down or will that damage my computer if I continuously do it because when I switched my PSU to OFF when my pc was OFF the keyboard wouldn't light up anymore after clicking the keys.