stereo troubles...please help

hey everyone, i recently purchased a used 1994 Jetta III GLS. The CD changer that was in it did not work so i have been trying unsuccessfully for a few weeks to install a Sony CD player. Initially messed up very badly by cutting off the "plugs" that should have plugged into the stereo. Now my friend and I have it rigged so that the speaker plug has been attached back to the wires with sauter and the other set of wires we just have twisted to the wires coming from the connector kit. we got frustrated yesterday and after working on it for hours, just twisted some things together and put everything back together, leaving it for another day. however, last night when i was driving home i saw that the CD player did in fact work, after investigating this morning i noticed that it only works when the headlights are on. any suggestions/ideas????

Sounds to me like you have the constant power of the CD changer wired into to a switched power lead (i.e. the headlight/tailight power). Hope this helps.