Make sure you have connected the troublesome zone to the proper connection on the Sprite. I suspect you may have connected it to the "M" port that is right beside the connection for zone 6. The M port controls a master valve or pump and is always on.
If that's not the problem, try removing the wire for the zone that is always on and then see if it continues to operate with it disconnected. If it does, then you either have a short somewhere in your wiring or you have the wrong wire for that zone.