radio turns itself on

The battery died in my golf. I came home and the radio was on. I replaced the battery today and sure nuff same thing. Now my ipod is plugged in and was dead and once it charged it turned the radio on but when I remove the key it doesnt turn the radio off like before. Is there some setting I have to do?

Ran into a similar issue with my 03 wagon. CAN network wasn't shutting off the radio after reconnecting the battery during a service. Disconnected the negative for 10 seconds, reconnected, then started to work just fine. Just a glitch in the matrix.