Its a '98 BMW M3.

As I mentioned in the original posts, but didn't say very clearly, heres what happens:

1) When Empeg is set to "Player mode", it goes into standby when I shut the engine off. Normal, as expected behavior.
2) When Empeg is set to "Radio mode", it continues to operate when I shut the engine off, and also when I remove the iginition key. I have to physicall pull the Empeg out to shut it off (or manually select "power off" from the menus.

I am flummoxed because from the car's perspective its the same power source, same wiring, all I'm changing is the "mode" of the Empeg. On the bright side is sor of forces me to remove the Empeg when I come to my destination. That's always a good thing.
--Andrew