Pioneer stereo help please?

I have just installed a pioneer headunit from my old car into my new car (peugeot 206cc) as it had an older standard pug stereo in. However now every time I turn off my car the stereo still stays on for 2 minutes even without the keys in. It also asks me to "Set up" every time I turn the car back on... show more I have just installed a pioneer headunit from my old car into my new car (peugeot 206cc) as it had an older standard pug stereo in.

However now every time I turn off my car the stereo still stays on for 2 minutes even without the keys in.

It also asks me to "Set up" every time I turn the car back on aswell. Does anyone know why this is? Or what I could do to stop it?
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