accessory power staying on

2002 exploerer xlt 4.0.....2 days ago when i shut the car off the radio stayed on, had to turn it off so the battery wouldn't drain, i also noticed the lights for my 4WD switches don't come on and will not go into 4WD.....any ideas. is there a relay that may be stuck causing this issue?

On the radio issue, did the radio stay on even after the driver's door was opened? The accessory delay relay should keep the radio on until one of the front doors are opened....

-Rod