'Radio On' signal line in Focus?

Well the radio shouldn't turn on without the key in the ACC or ON position.  Sounds like maybe the wire that's the supposed to give the radio it's switched power signal is actually putting out a constant signal.  If you take a look at this picture, the wire you want to check out on your harness will correspond to the red wire on the right side plug.  If you're starting from the left end of the plug it's the 3rd wire as you move towards the right side of the plug.

This wire should only give you voltage when the key is in the ACC or ON position, not when the vehicle is turned off.  If it still gets power even when the car is off then that would be your culprit.

In that picture I showed you, since that single harness is intended to be used as a replacement for many different ford vehicles, they provide a connection for the remote turn on for a factory amplifier.  This wire behaves basically the same way a power antenna wire would behave, except that it will still receive voltage even if you're listening to a cassette or a CD (whereas the power antenna wire does not get voltage unless its on the radio).

I gathered from your post that you're using the factory radio, correct?  In that case I'm assuming you're using an fm modulator, and with that being the case you could technically use a power antenna wire though because whenever you want the sirius tuner to turn on, you'd also need the fm radio on as well.

However, because your vehicle did not come with a factory amplifier or a power antenna, it is likely that no wires actually exist on your harness.  They may be present though, and if so after verifying them with a multimeter you can use either one to hook up your satellite tuner's switched power connection and you should be good to go.

BTW what's the model number of your tuner?  I think the last Sirius tuner I installed only used a switched power connection and a ground connection.  I think it was the modulator that required all three connections though.

So do you have an aftermarket kenwood head unit already installed?  Is that what you meant by "both kenwood"?

Nevermind I think I see now...you meant that your modulator/controller is the same as the tuner, right?

I just checked the manual and it appears that it's just a constant power connection and that it'll turn on and off automatically.  It has a 3A fuse but under the specs. section it lists the current consumption as 800mA.

Again, a properly hooked up Ford radio should not turn on without the key in.  It can be wired up to do this, but it's not the correct way.  If you don't mind manually turning on/off the modulator/controller every time you turn the car on and off, then you can just give the modulator two constant power connections as well.  You'll just want to make sure that you don't forget to turn it off because the modulator WILL still use power if it is left on, even if the radio itself is turned off.

I also have a focus, but mine is a '03. I can also turn the radio on without the key in it. The amp doesn't power up but the radio will come on.