Radio/Cassette Problems

[pacman]

I've got a 2002 1.9 TDI which I just bought at auction last week. When I test drove it, I could get barely any sound from the stereo and only if it was turned up to the max. I also noticed that it didn't switch off when I removed the key. When I collected it the next evening, the stereo was working fine, at the correct adjustable volume and I was able to tune in and store my local stations. All was good for the rest of the week but I've just gone out to the car and it's back the way it was when I test drove it. Naturally, I'm worried that it might be draining the battery if it doesn't switch off so does anyone have any ideas or experience of this problem? If so, how do I remedy it?

Thanks in advance.

Paddy