this is proxy ARP functionality . if the router receives an ARP request for a host that is not on the same interface as the ARP request sender, and if the router has all of its routes to that host through other interfaces, then it generates a proxy ARP reply packet giving its own local data-link address. The host that sent the ARP request then sends its packets to the router, which forwards them to the intended host. Proxy ARP is enabled by default.
If you want disabel this functionality follows the following commands and set the default gateway in your PC.
Router# configure terminal
Enter configuration commands, one per line. End with CNTL/Z.
Router(config)# interface giga0/1
Router(config-if)# no ip proxy-arp
Router(config-if)# ^Z