Hi dbf1990,
Your radio definitely has the facility to do this, but this will depend on the car and whether it has a switched feed or not - in other words a wire that supplies 12 volts only when you switch on the ignition.
On the plug that goes into the back of your unit there are wires of various colours. The important ones in this case are the red and yellow. The yellow would normally be connected to a permanent 12 volt supply (this is what makes sure any radio presets, clock settings etc are not lost when the unit is switched off). The red can be connected to a switched 12 volt supply that is only live when the ignition is on. You will notice part way along both the red and yellow wire is a connector - on some cars the permanent and switched 12 volt supply are reversed. So the connector is there so that you can switch these two wires round i.e. red to yellow and yellow to red rather than matching. You can do no harm by trying each version, but one of the options would make sure that memory presets etc stay stored and the unit switches on and off with the ignition ... but as I mentioned at the beginning this all depends on whether your car has the 12 volt switched feed from the ignition, and not all do.
Hope this helps.
