car loses all power when parked. have to disconnect the battery to start back up

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I have a 2003 wolsburg edition. Its a 5 speed manual. after taking the car out of gear and turning the key off the whole car loses power (radio turns off without taking the key out and head lights turn off without turning off the switch) so you can not start it and if you hit the brake at all, all the lights will dim. The only way to correct the problem that I have found is by disconnecting the battery which resets everything thus allowing the car to start right back up. any info on this would be awesome.