Today I played Fifa 12 on my 40GB (meaning old) PS3 a little bit and then tried to turn it off. The light had turned red but the PS3 continued working. I don't know whether it is  just the fan or the console itself but the sound it normally makes continued. I tried several more times but it happens all the time. What may be the problem? I am worried because I can't buy another one  and I have just ordered  a copy of Uncharted 3, this is not a good time to die.

It's telling you you should be playing longer.

I haven't got a PS3, but when you 'turn it off' isn't it actually going into standby... if the noise you are hearing is the fan it may just be having trouble cooling down (maybe an emergency feature allows it to turn it's fan on even on standby)
Leave it for a while and it will hopefully cool down. (maybe if it is struggling to cool down it is full of dust, which i hear is quite common for PS3s, I believe the usual advice is to try vacuuming the air vents or spraying a can of compressed air into it (best turn it off proper for this though, unplug it)

If it's a disc reading noise then I dunno, just cross your fingers and hope it doesn't do the YLoD (which if I recall is a problem when turning on the PS3, so I guess it's probably not that)

Turn it off using the switch in the back. If it says something like "I'm sorry Dave.  I'm afraid I can't do that.", run for your life.

you have PS Plus right? its probably syncing your trophy stuff or downloading updates. (having PS Plus with a 40 GB HDD is a bad idea to be honest)

I've heard that some PS3s have their own personalities they were given the gift of free will thanks to the cell!

it's alive....

Nope, I don't have PS Plus. It can't be that. I also tried the switch in the back too, after turning it on again it still refuses to turn off normally.

Maybe it is related to overheating as TWRoO suggested. It is very strange though.

I suggest you stop turning your PS3 off so abrubtly after intense gaming sessions. Doing so will deactivate the fans leaving plenty of left-over heat residing in your console. Needless to say, this is not good. Before turning off your PS3, I suggest going to the XMB menu and allowing your fans to cool the system for a few minutes.

But, it looks like it's too late for you if your console is already swollen. I suggest you leave the PS3 on as long as possible to let it cool down & hopefully it'll turn off on it's own.

That is a good idea, I tend to turn it off just after quitting a game. I've never thought of it that way. I'll be more careful from now on, hopefully no damage is done.

I don’t think a console should be designed so that you would have to think about what to do before you turn it off.  People are used to just turn things off when they want to so you shouldn’t have to think about it from a design stand point