When I switch my engine off and remove the key, the radio stays on - can anyone help me please?

Will the radio switch off using the radio on/off button? if it does ignition switch is goosed.

Sticky S contact, a bit of careful lubrication of the barrel may help. Spraying WD 40 or similar is not really recommended for ignition lock barrels, you could try some graphite powder and working it in with the key.

Another thing that you will notice with a dodgy S contact is that the interior light doesn't come on when you remove the key.