Ken, it's an effect that's often seen with fast lenses that don't use aspheric elements. The effect is that as you stop the lens down, the focal surface appears to move toward the camera.
To understand it, think of light from a point source entering a lens in concentric rings. The larger the diameter of the ring, the further forward light from that ring will be brought to a focus. Now say you focus on the light source with the lens wide open. Since the largest ring dominates the image brightness, you will focus using this light. On stopping down, light from the centre section will come to a focus behind the imager plane. This is the same as having the camera come to focus from a point that's closer than the subject you focused on.
The effect is usually important for lenses that are faster than f/2 but it largely disappears by f/4. It is also most apparent if your subject is close to the camera.
In case it's of interest, the spherical aberration that leads to focal shift is also the cause of lenses looking soft when they are wide open. There's a reasonable page on Wikipedia here