Basicly it's normal.
I know of a number 1.6 TDCi's that do this, sometimes for as long as ten minutes. You will also find the fan can not be on when you switch the engine off, but once you've popped into the newsagents and come back out the fan is running yet the engine is cold as is outside temperature.
Ford are aware of this but no known fix is yet available. The official line is "they all do that sir" which essentially is true and as of yet i know of not one that has drained the battery, in my experience they always switch off after no more than about ten minutes.
I have explored the possibility of air conditioning system causing it, but have been unable to pinpoint a cause. The best i can come up with is it's part of the programming, but no-one seems to know why.