Since you're asking about a HU install kit (there are many to choose from, depending on the options in your vehicle, and which ones you want to keep) I'm assuming you hardwired your HU into the truck? The radio harness does not have a switched 12V wire in the bundle, so I am guessing you hooked up the ignition wire on the radio, to the constant 12V wire in the radio harness, and that's causing your problem...
If that's the case, you can follow this thread to get a switched power source, to hook up to the ignition wire on your radio and solve your problem,
http://gmtnation.com/f23/battery-positive-voltage-switched-power-2037/. Or you can research the different aftermarket harnesses by Metra/Axxess (the GMOS line of adapters), Scoshe (not widely recommended) and PAC (little more pricey, but tend to be a bit better quality. If you go to sites like Crutchfield.com and Sonicelectronix.com, put in your vehicle info, they will tell you which adapter will fit your application, then go from there.