My only glitch is that when i turn the car off, the unit goes off immediately, instead of staying in standby.

First of all, have you measured the voltage present on the two wires in question?

I'm talking about the wires from the Volkswagen, not the wires on the player. I mean, if the player were completely disconnected, what are the voltages on the pins of the VW connector. One of them should be 12v all the time, one of them should be 12v only when the ignition is on. If so, are those pins connected to the appropriate wires on the player?

Did you guess at the wire connections and hand-splice, or did you get a proper installation kit with a wiring harness adapter?

Note that even though the empeg sled plugs might be the same physical shape as the VW connector, the wires might be completely switched around. Read the section "Reversed ISO wires" here.

Next, read this.