Radio

I have a 1995 GM and tried installing a radio into my car. I got the dash kit in, everything went really easy until i went to turn it on. I turned it on and the radio was fine, but i got no sound out of the speakers. I noticed that on the factory radio, when i unplugged the black clip, the sound went out but the radio was still on, when i unplugged the grey cable, the power went out. On the new radio, i have a harness that hooks up to the grey cable and nothing on the black one. My assumption is that it is getting power, but isnt sending anything to the speakers. I dont believe it is the premium sound box, I am pretty sure that i do not have one. I think i have a little grey box for the antenna but i think thats it. If anybody can tell me what i can do to make my radio work please get back with me. ( i think i need a 2 to 1 spillter) Thankyou!