How do I get the radio to shut off when the truck is turned off?

You can't. It's part of the Retained Accessory Power (RAP) system. The power windows stay energized too. The time out is 10 minutes or until any door is opened. Sorry! Jim

That's just the way it works. There's a controller in the kick panel on the Passenger Side. I think it's called a "Body Controller" or something like that. It controls all the functions EXCEPT for the Engine, including your lights, alarms, etc.