Problems with my radio

Hi, I am new to this forum, but i am having problems with my 2002 Alero. We had to have a whole new switch put in because my turn signals, and emergency lights weren't working...got that fixed and now we put in a new stereo system and even when we turn the car off my lights are staying on. You have to completely unhook the battery to get the parking lights to go off. So, we've unhooked the radio....but i'd really like music ...so can anyone help me as to how to hook it up where my lights will still go off? Thank you so much in advance....