"Please do not return my magazines to the library."
Helper/auxiliary verbs (the last verb in a chain of compound verbs at the end of a sentence) don't get converted to kanji, and ください only gets written in kanji if it means "to give", so it should be written ください at the end. As a side note, not everyone will write it in kanji even when it means "to give".
Other examples of helper verbs are pretty much any verb that comes at the end of compounded verbs:
一番例えば：「ハトは飛んでいった」、"The pigeon flew away". Here, 行く is written いく because it's being used as an auxiliary verb.
二番例えば：「昨日食べすぎた」、"I ate too much yesterday". Here, 過ぎる is written すぎる, again, because it's being used as an auxiliary verb.
The last two links will need to be copied and pasted because it looks like the japanese in their links breaks them.