Try unplugging alternator wiring and then do the test lite trick the others have suggested. My guess is you have the regulator portion of the alternator hooked up to a " hot at all times " circuit. Just because it turned off with the key doesnt mean the alternator turned off, just the ignition coil.
Did you install a new alterntor or used? If used, it could have some bad diodes allowing the alternator to discharge. If you are not running an alternator charge lite, then you wouldnt notice. Usually when a diode goes bad, the idiot lite will glow with the key off. However, it is possible to substitute a resistor in place of the lite, and you have no indication of the diode problem.
Does the battery charge with the engine running?
