radio staying on could be a bad ignition harness. the shift lock thing is what keeps the key from turning to off fully, like you can turn the car off, but not turn the key all the way back to remove the key.

being it was stolen the black security ring might be busted, or bypassed.

heres a harness how to, names the parts better then i am im sure. http://sparkys-answers.com/2009/09/2...-changing.html