Snowman9000 - My unit is already winterized and in storage, but my recollection is that my 2002 radio is also a Blaupunkt. We are not fervent radio listeners, so not sure but believe that the ignition key has to be in the on position - not in accessory.
As to the keys/tools for radio removal, I think the automotive electronic shops have those just laying around and probably would give you a pair. They are always swapping some fancy radio for the factory ones. I watched them slide these flat pieces on either side of the radio and then slide the whole radio out of it's housing.