Pull that head unit out of the dash and grab a test light. (Since your installing a changer, I assume you have a testlight around) First of all, disconnect the changer from the wiring, don't rip all the wiring out, just disconnect it and eliminate it from the equation. Focus your attention on the grey rectangular plug. This is the power plug, nothing else matters at this point until this plug is correct.
On that grey plug, there is a possibility of eight wires running into the plug. Every one knows that there aren't eight in there, but the possibility is there, so don't freak out if it appears there a couple missing. Ground your test light to a KNOWN ground point, (under the dash or anywhere metel connected to the car) and probe the two wires on the end of the connector. One of them should light up the test light... if they don't u have a problem elsewhere, check your fuses! If it does, then turn the key to the on position and then skip the wire next to your twelve volt wire and probe the third wire over. It should be lighting the test light... if not, then u have a problem elsewhere, let me suggest starting with fuses. If they both are lighting, hook your testlight to the chassis of the radio and probe them, if they still light the testlight.. your radio is good.
Hope this gets you on the road to fixing your problem. thumbs_u