Hi mate,
This is a known fault with Golf MK5's - and the dealers know about it.
Take it in, they will check the stereo (as it's a certain brand that is affected) and then arrange a swap-around for you.
I had this done on the MK5 GTi I had, and they swapped this for a brand-new silver button RCD300.
Until you get it swapped, there is a hack which can stop it switching on all the time - just make sure you leave a CD in the RCD300 while its shut off....
Cheers,
Rob