Audio Systems: no audio, pioneer cd player, factory radios

Question
I just bought a 94 pontiac grand am, and the old owner placed a pioneer cd player in it.  The problem is, for some reason, you must flip at least the parking lights on, to get any audio.  You can shut the lights off, and the radio, but on start up you have to flip the lights on and off or leave them on.  It powers up and shows output, put no audio comes out.  Is it possible he crossed wires some place?

Answer
Yes, check also for a good ground on the radio, factory radios usually have a pkng light connection for the illumination, maybe that wire is connected to the tel mute wire that pioneers have, disconect the orange and the blue ones if you don't have an amp (this colors on the radio plug).