Today I shut off my 06 F150 and got out of the truck and shut the door.
Usually the radio stays on for about 5 seconds and shuts off but when I got back to my truck the radio was still on? I tried it again and it stayed on again after I shut the truck off and locked the door? Whats goin on?

 

Sounds like you'd better visit your dealer and have them get you a new radio. It is supposed to stay on when you shut off the truck until the drivers door is opened after you take out the key. Ford's factory radios had their fair share of issues....

 

Does your dome light stay on also?