Assuming that you know that the iTunes Match service isn't meant to be used as a streaming service, I gather that your actual concern has to do with the following:
Originally Posted by zerog46
The device goes from playing one song that you HAVE downloaded deliberately to automatically downloading and playing the next song (or the next shuffled song). If so, that's because you've got your music settings set to show all music; that includes the songs that you've uploaded to iTunes Match/the cloud but haven't downloaded, yet.
If you set it to NOT show all music (again, in the settings app), when your downloaded music plays or shuffles, it will only play the music you've already downloaded to the device's local storage.