I've got a Sony faceoff with CD changer, and until a couple days ago, i always had to program the thing every time i turned it on - no settings stored. Very annoying, but i kinda got used to it.
Anyway, following this topic, i had another look.
Wanna know what solved the problem? Swapping the two power leads around!!
This is oposite to what the manual lead me to believe, must be the Alfa wiring or something, maybe just the wiring to my brain though, lol.
I now have all my settings stored, the stereo allways used to switch off with the ignition though.
On a side note, my alarm now works! Changed the batterys in the fob, but the main problem however was the alarm on/off switch in the glovebox, manual says turn clockwise for on, erm, no, anticlockwise Mr Alfa, at least on my car it is!