I have exactly the same problem and have a 2004 Astra. From looking at other forums there definitely seems to be a problem with these radios, especially the CD30 models. Vauxhall will not pay for a replacement outside of it's warranty and as mine is 6 years old, it doesn't have one! The cost of a replacement has been quoted as ranging from between £190 to £350.
There are a few suggestions from others with the same problem:
1) Turn the radio off manually BEFORE you turn off the ignition. I have tried this for the past couple of days and so far so good.
2) Keep a CD in there at all times. This doesn't appear to work for me as it just plays the CD instead, however that said the problem has got a lot worse since I took a CD out about 2 weeks ago. Before then the radio would only come on when I unlocked the car, however on Monday the battery was completely drained and the radio has taken to randomly turning on in the middle of the night. So I may try this too just to be on the safe side.
I have an auto electrician contacting an engineer he knows at Vauxhall, so if I get anymore news, I'll keep you posted.
Ezza, March 2010