still needing a jump to start truck even with a new battery

2002 ford ranger xlt 4x4. everything electrical shut off going down the road, including fuel injection... what could be wrong?I was driving down the road and my headlights dimmed and guages stopped working, then the fuel injection stopped and the engine cut off. tried changing battery and did the same thing. thought if it was a alternator problem the truck would run off the battery until the battery was dead, but its an immediate problem,