97 deville radio help!!!!

ok im installing an aftermarket sony mdx m900....wires are all wired up but when i turn my car off radio is still on wtf....i tried all combos of red/yellow radio still is on can anyone help me with this i want the radio to come on when i turn the key b/c this radio is not an detachable face its an chamillion face it displays time when im out of the car......