Radio question...

I have an SE w/ Nav and was wondering if it is possible to set the radio/nav system to stay on after the engine is turned off until the key is removed. Yes, I know how to turn the radio on with the engine off, but my Golf would leave the radio on until the key was removed from the ignition. It is a nice, if not minor, feature when dropping the wife off at the store and waiting in the car.

Like I said, not a big deal, but it'd be a nice to have if you can do it with VCDS or something...

Thanks!