I just put in a new double-din head unit and noticed that even after I turn the car off and remove the key and open the door the stereo still stays on if my lights are set to Auto.

If I turn the lights off the stereo turns off as well.

I'm going to open the dash up again tonight but my first thought is that it has something to do with the illumination wire. Is there anything else that could be the problem?

Thanks.