What makes the cd player come on by itself when the engine is off?

What is your question?

The cd player has stated coming when the engine is shut off. Will not shut off or will hesitate before it starts to play. Will not always exit the CDs. Sometimes it won't play the tracks that are selected. Will just shut off with not warning and the restart the same way. Draining car battery because it won't shut off when you think it's off. Is there a recall on the stereo systems? This is now beginning to affect the radio. Now you can smell something burning if the systems stays on for more than twenty minutes. This is getting scary.

What makes this problem better or worse?

Yoy have to make sure to turn the stereo system off completely. Must have no power on so that the stereo doesn't come on by itself and drain the battery.

How long has your 2003 Mazda Tribute had this problem?

A couple of of months.