radio

Do you want the radio to only turn on when the ignition switch is in the Accessory or Run postion, or anytime the doors are closed?
 
for when ok you turn the car on right and say you park and turn the car off, you take the key out for the radio to stay on, butwhen you open the doors it turns off, i know the corvettes and some of the higher end chevys do it
 
sorry, I was joking

my chevy work truck does this.

to tell you the truth, I don't think its as simple as connecting and splicing wires.

The only thing I can think of is to wire your radio to a constant 12 volt source from the fusebox, so it's always on. You then may be able to wire it into a relay of some sort that's also connected to your door switch, and have the relay turn off when the door is open
 
GM uses a retained accessory power. The windows and other useful circuit continue to function after the key is turned off.

As Jeremy noted, you can use a latching relay set-up (requires a couple relays). It might be more involved than what you want to do.
 
You are looking at maybe $15-$20 worth of parts, all available from Radio Shack. The circuit itself is problably simple with a couple of IC chips. a transistor, a prototype board and a 12 volt relay.

What Rado Shack doesn't have for sale is the skill level needed to read circuit diagrams and do electronic assembly. If you don't have that, then this is a $150 project to get someone to design and build it for you.