Pool setting has an option for what to do after the session is closed: if you choose alway power-on this mean that the VM remain powered-on, but it does not mean that it will prevent to manually power-off the VM.
To be sure that VM are powered-on you must use another pool setting, where you specify how many VM must be always available.
Andre
Andrew | http://about.me/amauro | http://vinfrastructure.it/ | @Andrea_Mauro