Well first is the cd player getting 2 power sources? One from the ignition and a constant hot? Also, is the ground working? Just take your little light tester and see, and make sure the wires are going to the right places. When that is all checked look at your fuses, one could be blown. There is also probably a fuse on the cd player check it to.
1994 Sonoma - Stock
2000 425 Expedition - Muddy
PICS