Jan 04 - We are going to + stay

Hi, last question of the day...
When you say 'We are going to stay', I have apparently found out in a text that it is written as 'Vamos a alojarnos' ... now, why is it not 'Vamos a alojar' due to the 'voy + a + infinitive rule ending in -ar, -er or -ir', or if that is correct, then why is the first sentence acceptable?
Just curious... thanks!