Get a voltmeter and go through the fusebox.
You need to find out which relay/fuse is faulty and not shutting off when the car shuts off.
Hope this helps:
http://www.aa1car.com/library/battery_runs_down.htm
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2010 BMW 335d "Ha! She wants the D."
2006 VW Jetta 2.5
Once upon a time...
'03 VW GTI, '99 Audi A4 1.8TQ, '00 VW Jetta 1.85T, '09 BMW 335i xDrive, '04 BMW Z4 3.0i, '01 Audi TT 1.8T, '04 Volvo S80 2.5T