Were you trying to change the combination just before this happened? Sounds more like you just have an "open" combination (a mistake in changing the combination) What happens when you enter a wrong combination? Does it still open? If not, it's just as I said; an open combo.
Just reset it again like you normally would. Only this time do the following...
***Slowly and deliberately***
clear it by turning the knob opposite the opening direction
(without entering any combo) insert the tool and turn until you hear/feel the click then turn back
clear it again
enter the new combo
turn knob in the opening direction and the latch should retract
Now try the lock without entering any combo and it should stay locked.
If that doesn't work, or if it worked on *any* combination from the start it could be the combination chamber OR..... it could be the clutch and the lock isn't "clearing". But if it was only opening when you enter no combo at all, do the above and that should straighten you your problem.
Good luck