Faulty wiring? Me, or the car?

So, for the third time since I've had my Suburban, I've gone out to a dead battery. It's an 03 Suburban and when you turn off the car, the radio stays on until you open a door. Kind of a nice feature.....or so I thought. Anyhow, when I get out of my door and the radio goes off, that lets me know the car is off completely. Seems simple enough right? Tanner and I went out to the car today and were talking outside before we got in....no sound coming from the vehicle. I opened his door and waited the 10 seconds it takes him to hike up into the car and suddenly, the radio pops on! WHAT THE HECK! I look up front in time to see all the radio lights come on as well. OH NO! I ran to the front, threw open the drivers door and turned the key. Yep, you guessed it, the battery is dead.....AGAIN! UGH! This is so frustrating. What if I was in labor or something? (Yeah, like that's ever going to happen!) It seems like something strange is going on with the car. I guess I'll have to have it checked out. Of course, I am a moron for not simply removing the keys everytime I get out. I guess I need to change my habits a bit......