Car still runs with key off ..have I wired this right?

According to MSD:
When run on is experienced, a resistor can be put in line with the MSD small red wire, which will stop voltage leaking through the MSD unit.

What the diagram shows is a Chrysler dual ballast resistor, where the resistors are connected in series, one end of the series configuration is grounded & the other has the small red wire connected to it.