found this online, and did it with the relays i had sitting at home, and i like it, and its really easy.
If you wish to keep the radio (or any other device that is powered by an accessory circuit) on until a door is opened, you can do so by creating a latch when the accessory is turned on with the relay shown below on the left, then breaking ground to the latch when a door is opened as shown with the relay below on the right. While this will keep the radio on, the entire accessory circuit will see 12V+ until a door is opened with the key in the off position.
(IMG:
http://www.the12volt.com/12voltimages/raddelay.gif)