I had this problem. The lamp burned out very quickly.
It depends what is actually powered up when it's connected.
If the power point is awkward to use you could get one of these remote controlled sockets, which is what I use. I use it to control the extension to which everything is connected, so it all goes off together.
I have also seen "intelligent" adapters which sense when a computer is not drawing power and switches all the peripherals off.
Don't know how good they are.