I created a wallet in myscellium wallet . There was a HD wallet and then I made export the private key .
Now when I made a single transaction the address of wallet changed .
That's what an HD wallet does. It generates a new address right after your previous address received a transaction.
Alcoinhosting is correct. All addresses being generted in that HD wallet belongs to a single privatekey .
See more about HD wallet here:
http://support.mycelium.com/hc/en-us/articles/207045475-What-does-HD-in-HD-Wallet-mean-