Retained accessory power

Hello,

Firstly, I appologize if this has been discussed before -- I did a search but did not find anything.

I recently traded in my 2000 GMC Jimmy for a 2003 Dodge Dakota Quad Cab.  One of the features I really liked on the Jimmy was the "retained accessory power" that allowed the windows and stereo to operate after the ignition was shut off until the doors were opened.  Unfortunately, the Dakota does not have this feature. 

My question is if I can add this feature to my Dakota or am I out of luck.  If it is possible, how difficult would it be given my limited electrical skills.

Thanks in advance for any help!

Thanks for the reply xetmes!