When i turn my ignition off, my radio wont turn off :( HELP!

Hello,

I have a nissan micra tempest 2002, and I have a problem that when i turn the ignition off, my cd player/radio wont turn off, so every time i park up i have to unplug the battery so ensure that when i want to drive again my battery isnt dead. Its an aftermarket cd player installed before i purchased the car, although I have since installed an amplifier so power a sub woofer and 6x9 speakers, i have earthed it correctly, and have run the power wire to the positive terminal of the battery and attached the remote wire properly to the cd player. this is irrelevant i think however because even if i remove the power lead from the battery terminal the cd player still wont turn off. It wont turn off even if i remove the audio fuse. Turning the ignition off turns the display off but the radio is still backlit and turned on. What can i do to fix it so that the radio turns off with the ignition?thank you