which TT power wire? What color was it? You may have either a) hooked it up to constant or b) hooked it up to a wire that recieves power when the TT is running.

Does the guage have power when the car is running from the turbo timer? (thats normal)

Make sure its tapped to either the blue or green wire under the steering console for switched power, or you can use the cigarette ligher if its closer/looks cleaner....

what kind of A/F guage is it?