But it never did that before... And having it like that i can't have the
depth finder or any accessories on w/o theengine on. (only the radio will
work w/o the key in the ignition).

Mine also sounds when the key is turned to the first position, I think to
let you know that it is working. Maybe yours never worked until you
replaced it?
You have a couple of options. If available, install an ignition switch that
has an "accessory" position like some cars have, which allows you to play
the radio without the ign on. Another option would be to wire an accessory
switch on the dash. That's what my boat has, and I have to remember to turn
it off when I finish using the boat. If all your accessories have their
own power switch, then you can just wire them to the same place as the
radio, and then turn them all off later to prevent running the battery
down.