Does it happen when you close the lid, when you put it to sleep through the Apple Menu, or when it goes to sleep on its own?
Have you tried any of the other methods with the same/weird results? EDIT: When you say "wake up and shut down", does it power down, or does it just wake up, then go back to sleep? Because if it's powering down after you issue a sleep command, that could be more serious than what I suggest in the latter paragraph. I would suggest searching Apple for the proper proceedure to reset the PMU on your MBP as it's slightly different between laptop models.
Typically, there should be something waking it up such as a peripheral. An external mouse or keyboard (bluetooth if you have the setting checked to wake it from sleep), even ethernet activity could wake it from sleep, or possibly even an application (though that usually just prevents it from sleeping, but I would quit all applications and try to reproduce the problem, just to check). Uncheck wake for ethernet access option from the Power Saver Sys Pref, and see if that helps at all.