Welcome to the forum
Doesn't sound to hard, you probably have a separate amplifier.
Have a look here: Ford Ranger Radio Wiring Diagram
Look at the 2004 Premium sound system
The separate amp should have power all the time but turned on and off by radio on/off.
As another may be, Ford added a MUTE circuit for Radios in late 1990's/early 2000's
Have a read here: http://www.justanswer.com/ford/2ecz3...ve-revers.html
It's for people who forgot to turn the radio volume down after driving home drunk the night before.......................joking