Just as an electric stove top is hot right after the burner is turned off, so is an engine. So it continues to heat the coolant after the engine is turned off. Because the over flow hose empties in the bottom of the reservoir you will hear the steam from the cooling system entering the tank.
Unless there is some other symptom of a problem (loss of coolant or water in the oil, engine over heating) don't worry about it. It is some what normal.
