I had the same issue obviously. The power to the HEI was in the wrong fuse terminal the entire time. In the center of the fuse block, there are a row of terminals that you can use. I used the one all the way at the bottom, its marked "IGN" That's one of the few terminals that kills power when the ignition is in the "off" position. Run that wire directly to the HEI power terminal.
Hope this helps.