[SOLVED] How to choose a transistor ?

Hello guy,

I have recieved my PNP transistor.
I plugged it at the exact same as yesterday. And now have the exact opposit problem. The segment is ON whatever I say to Arduino, LOW or HIGH it's always ON.
I tried to mannually plug the base of the transistor to the GND then the segment switch OFF. It look like HIGH or LOW, the Arduino always deliver something.

What look very strange... Is when I unplug the USB cable of the Arduino, it is still a bit powered, the "ON" Led of the arduino light a bit (And the segment remain ON).. That probably mean power from the 9V battery goes a bit to the arduino trough the base of the transistor into Pin 2 ???
That may explain it doesn't work ?

Edit : Sorry.. Base to the GND, Segment is ON. Base disconnected, segment is OFF