Audio Systems: Saturn factory CD swap, saturn factory, volume control knob

Question
The girlfriend has a 97 Saturn SL1 with a factory AM-FM radio. I picked up a CD player out of a 99 Saturn on ebay for it. It bolts up and plugs in, but doesn't turn on. The anti-theft was NOT engaged (I engaged it myself). The backlight works, the time display shows (and can be set), and it accepts a CD. However, turning the volume control knob to the on position has no effect-no sound, no change in the display, nothing. The original AM-FM radio still works fine.
I'm told by the seller (who seems to be pretty reputable) that the unit works fine. I am wondering if this car might be wired differently for the original radio. Are there extra wires under the dash that I should be looking for in order to switch this to a factory CD player? There are only three "plugs" in the harness for the AM-FM radio, and there's an open connection (a hole without a wire, and a receiving post on the CD player for a wire) in one of those. Any insight into this would be greatly appreciated. Thanks-Ken

Answer
Try plugging in the old radio to see if everything still makes sound, you could have a speaker or speakerwire shorted out or shorted to ground. Other possibilities are a mute wire that is keeping it muted always. Here' s your wiring scheme;
http://www.installdr.com/Harnesses/GM-Wiring.pdf