Lorraine,
Had a similar problem with a vauxhall astra, it turned out to be when you remove the key from the ignition barrel, the actual barrel itself would not pull out and was sitting flush. This sends a message to your engine management system that the key is still in, try re-inserting your key and as your about pull it out fully give it a slight twist, so that the ignition barrel is fully out. This in turn will switch off your radio and lock your doors, when you press the key fob.
Good Luck
Brian L
December 2009