Definately sounds like the remote wire isn't correct. I seem to remember the remote wire (auto aerial) is blue or yellow out of the back of the headunit? Check them all with a multimeter to find the one that powers up to 12v when the headunit comes on. Once you have the right one on the amp you shouldn't have a problem, headunit off and the amp goes off.
Wiring into a ignition switched live from the head unit results in you having to reset your clock and radio stations everytime you turn the ignition off/on. You could do it with the amp but may blow fuses due to the load. As a rule i always connect my amp direct to the battery with an inline fuse.
