the igntion switch will be the problem, i have it occasionally with my golf, if the stereo is a standard one as far as i know replacing it will be the only option, if however its an aftermarket HU or can be totally swiched off from the stereo itself then a bit of butchering of the wires behind the stereo will sort it. the yellow and red wires that come into the back of the stereo off the connector block need joining together, this will give a permanent live feed and will solve this problem but could cause battery issues if the live cannot be cut manually e.g by taking the faceplate off or a proper off button on the HU not just a standby.