will you need a relay to do this so it will shut off with the key?

I was going to suggest checking the voltage, then read all the other responses. Then i read the last one about a relay and NO, its the constant power that draws the most current, powers the cd, built in amp etc. The key switch wire is just a low current turn on.
Not sure if this is the same on all decks, only had experience with alpine and pioneer.

so how will i get the deck to turn off when i shut the key off

I just explained that in my last post. The switched power wire is connected to the keyswitch, the constant power wire should come stright from the battery, through a 10 amp fuse. Make sure the the ground wire is properly grounded.

Then let us know if it makes a difference. :)

thats what i ment by a relay