Glovebox changer won't turn off

Hi.
I finally got round to retro fitting a standard Audi glovebox changer today. I got the lead from a scrap yard, but as it was pre wired into the car, I had to cut off the stereo end.
I've spiced a new blue mini ISO connector on with help from another short lead I have for reference and a pinout diagram from the internet, and it works fine. Only problem is, is that the lights on the cd changer don't go off when the RNS-E head unit turns off. I've had to unplug the changer as I don't know what sort of power consumption this has and obviously don't want to flatten my battery.
Can anyone shed any light on what I may have done wrong?
Cheers

MMM

Thanks for the reply Andy.
You're right. It turns out that it does indeed go off a minute or two after locking the car. It also comes straight back on when I unlock it again. It perfectly coincides with the faint hissing from the speakers that I get for a few minutes. Must be something to do with the RNS-E.

Thanks again mate,

MMM