(drivers door)radio wont shut off with key out.

GM decided to selfishly stop selling us radio service manuals after 1994 to lock up all the repair business for themselves. Then people started installing high-quality aftermarket radios for half the cost of getting the original one fixed through the dealer and one of their two grossly overpriced repair centers. To combat that, they cleverly designed in the Body Computer into the radio to require that radio to stay in the vehicle. They started that customer-unfriendly business practice on some 2002 truck models, and it sounds like you have one. Time to visit the dealer.