sounds like your constant live is in the wrong hole
on the back of the head unit, you should have the iso loom and a couple of wires, 2 of these (normally one red, one yellow) will the the switched live, and the constant live, switch these over and it should sort you out.
regarding your mpg, does it reset after say 2 hours or as soon as your turn the engine off?
as the computer has 2 memories, short term and long term (indicated by a 1 or 2 in the top corner)