Assuming that you're using version 1.01 of the software so it's not a software issue, I see a few possibilities:
1) The power wires could be hooked up wrong. Possibly the ignition wire and the permanent power wire are reversed. Or perhaps the permanent power isn't hooked up at all and only the ignition is connected.
2) You could have one of the crimped connectors instead of a soldered connector and one of the wires might have come loose, effectively inducing (1), above.
3) A fuse on one of the power wires might be blown, effectively inducing (1), above.
4) It could be a heretofore unseen side-effect of a known problem with some units: Some cars produce a large negative spike on the power wire at shutdown, confusing the power-control PIC. If this is the case, Rob will send you the necessary diode part to prevent the problem.
Anyone with any other guesses?
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Tony Fabris