ok... I installed a sony CD player in my golf and It works but it doesn't switch off properly.
It used to go on when the key was pushed in slightly (like a switch was triggered when you put key in).
I had stereo up (too) loud once and it cut out... But it goes on when key is turned to ignition position in a certain place. When key is removed stereo goes off straight away and loses memory after 5mins or so(no power at all going to radio).
I think my latter problem of having to put key in a certain position to make it go on is because the head unit took too much power (to power 220W 6x9s without amp

)through the switched power supply (thin wire) and might have burnt out something.
But the problem of the stereo not having power trickle when car is off is a mystery, all wires and fuses are in correct place.
One thing I did discover is when I remove fuse from fusebox for stereo it makes the beeping noise to remove the front(never did before).