"You are not coming" is also a correct translation for "Voi non venite".
The present progressive in English (You are not coming) is usually translated into Italian as the simple present (Voi non venite - You do not come) rather than using the gerund. As I understand it, the gerund is used a lot less often in Italian than in English.
The meaning is not quite the same. "You don't come to the shops" means "You never come to the shops" or "You don't ever/usually come to the shops" (how lazy of you! :P). Whereas "You are not coming to the shops" means "You are not coming to the shops this time" or "You are not going to come to the shops again" There's a hint of the future tense about it and it implies that you normally do come, but you can't now because you've misbehaved or need to do something else instead.
If anyone else is reading and wondering this; the verb 'to go/come out' in Italian is different; 'uscire' (which means to 'go/come out' or 'to exit/leave') =) That translation would be "Voi non uscite." (if you do plan to use that, look up its conjugation since it's an irregular verb! =P)
Best and easiest way to explain it is, that the 'you' is implied you would just say 'don't come' or 'don't go' if you were to say ' don't you come' or ' don't you go' that would either be an order, or you were being impolite.
If it is to a group, you'd say 'don't anyone come' or 'don't anyone go' so you would qualify it in that case.