The Fx appear without my putting them there.

What version of photoshop and operating system are you using?

Check your styles palette. You have one selected and made it the default.

Mylenium

In photoshop cs5 for shape layers, check the tool options bar to see if you have a layer style set:

(if you add shapes to the same shape layer that already has a layer style, then the new shape will have that fx as well)

Also, for shape layers you can use the link icon to set the new shape layer for a different layer style.

Are you saying even if you add a new text layer, a layer style is added as well?

You might also try resetting the photoshop cs5 preferences and see if that clears things up:

http://forums.adobe.com/thread/375776?tstart=0

Text doesn't have a default style like shape layers do in Photoshop CS5.

So if this is applying to text and shapes - something else is involved than just normal Photoshop settings.  And it might help if you showed us a screenshot of what was happening in text.

First, try resetting preferences ask R Kelly suggested.

If that doesn't work, you need to look for something like an automation plugin (a third party plugin), or a event script (File->Scripts->Script Events Manager, and there should be nothing active - but at least one workflow automation package adds scripts without telling you) running when you create certain types of layers.  Then you'll need to disable or clear the settings for that plugin or script.