DMD Displays

Hi All.
Maybe this is already known, but as a newbie, I have just discovered it. I bought 3 Freetronics 36x16 DMD panels. Everything I read said I needed external power to use 3 panels. I modified a PSU from a computer and got the 5v power with the current I needed.
Hooked them all up and I had a very bright 3 panel scrolling message sign.
I shut off the main power and disconnected from it, but left the leads till attached to the panels. To my amazement, all 3 panels were still scrolling the same message, but at a reduced brightness.
Is this common or have I found something new???.

The Arduino is supplying a small amount of power through the data output pins, this will be over-stressing the Arduino processor! Fortunately the processors are quite robust and usually tolerate this for a while...

Thanks for that. I guess I should not let the displays go for too long just on the Arduino.