Yikes.
I just read the entire Radio9 manual. Apparently, the radio is designed to come on when the car starts up. Period. I could not find any instructions for turning it off.
This is really annoying me. Since I listen to the iPod a lot in the car, I will just leave it in AUX mode. That way, when the car comes on, the radio will as well, but it won't tune to a radio station.