Power Wiring in te 06 Cobalt

I am kind of lost here. Even the stereo shop couldn't give me a good answer.

I have an 06 Chevy Cobalt. The factory stereo is craptastic at best, so I went with an aftermarket unit. The factory stereo was set up to stay on until you opened the door. So when the stereo shop installed my stereo, he explained to me that he couldn't set the stereo up the same way. Now, I don't care whether it turns off when I open the door, of if it shuts off when I turn off the key. But the way it is set up now, I have to either remove the face plate or turn it off manually. Is there another way I can route the wiring to where it is still controlled by the key switch?

I took it back today, with your message. Apparently the installer hadn't worked on the cars set up like mine. After reading the message, he understood what you were talking about, and promptly fixed the problem. Thanks for the help!