antenna won't work

I just installed an aftermarket cd player. Everything works but my power antenna. There was a tiny plug in the back of the factory radio. There is no where to plug it in the new radio. I assume this is the antenna but when i put power to it i get nothing. Can someone please tell me if this is the antenna or i'm missing something?

Thank you.

I tried to install a power antenna on my '02 stock CD radio. Finally after much frustration found that on a unit without the antenna terminal you'll have to wire into the radio on/off switch. Good luck! Also found that many of the most common vehicle electrical problems are caused by an after market radio installation.