run your remote to your cluster fuse, that way it only turns on when your key is either turned half way, or completely on.. I had it wired to my radio fuse, and it never shut off when I pulled my key out.. cluster was the best place I found.. and I have mine all wired up, with my stock head unit.

 

When I was looking for a remote source for my amp I ended up testing the radio harness wires and found the upper left wire is always at 12v, but the one next to it (yellow and black I think) was only on with the key in. I spliced into that one and the amp turns on and off with the radio.