My battery kept going out, and I thought it was the battery. I took it in and they said somethings draining it but they dont know what. Any one else had a problem like this?

Sure, lots of people have. But their situations may not be the same as yours since there are many different things that can cause an excessive drain. What you need to do is connect a meter in series with one of the battery terminals to measure current, and see how much the standby drain actually is. If it is more than about 20-30 milliamps it is too high. Usually if your battery is draining in a matter of days (or less) you will find the drain to be much higher, probably by an order of magnitude so it may be in the hundreds of milliamps.
If you do find that to be the case, the next step is to start disconnecting things until you locate the offending circuit or device. Start by checking the trunk light which is a commonly overlooked cause of drain, be sure that it is going off when the trunk is closed. If it's ok then proceed to any aftermarket equipment you have installed, and from there start pulling fuses from the fuse box. When you find the culprit and disconnect it you should see the drain drop down to normal. Once you know the source of the problem you can effect repairs.