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.
double check your wires use your voltmeter if i remember correctly the red wire should be connected to a constant 12v and the yellow should be connected to a switched 12 to turn it on and off with your truck
I did use a wire harness (unfortunately it was a Scoshe) ill be changing that asap
I would also like to keep my steering controls as well as my rear seat controls
Right now im tied to the brown wire comming from my temp control unit
but it shuts down when i shut the vehicle off, id like it to do the same as the original and stay on till i open the door