Keeps running as in all the time? Or keeps running for a few minutes after that zone turns off?
Can you verify that the valve that controls the leaking head is truly off? Make sure all the faucets are turned off inside your house and see if your water meter is registering any movement. Just to be sure that zone is actually shutting off.
Did you do anything special when you replaced that head? Did you replace the entire body? Or just drop in a new head? If you replaced the whole body, did you flush some water after installing it to flush out any dirt that may have dropped in the line?