Escape Radio won't shut off, help please!!

I have a 2003 Ford Escape and when I shut off the truck and open door the radio does not shut off. I checked the book and it showed the power distribution box and what was linked to the radio. The electric mirror and cmoke lighter are on same fuse in distribution box and if i try to use either one while the truck is off, it shuts off the radio, but then when I stop trying to use them the radio comes back on. I have no idea what could be wrong and don't want the battery to go dead, cause the girlfriend has to go to work in morning after I leave.