When i switch off the car and remove key , cd,radio still on,and also the bottoms of window working durango 2006 switch off the car remove key but cd,radio still on (not switch off )+ the windows

This problem is caused by a defective door ajar switch, this is what most call a "Dome light switch" Your vehicle has a function called "delayed exit", this means the accessories stay powered up until one of the doors is opened and the Body Control Module senses it and turns off the power to all the accessories like the radio, windows etc. To verify this open the passenger door, the system should shut off.