96 Cavalier Interior Light Problems

So I just changed the factory CD player in my Cavalier. Took it out and put in an Xploder. And now my interior lights stay on all the time. I've been taking the fuse out for them but then my CD player won't turn on. The only time it does work is when I turn my lights on. I can't figure out what's making the interior lights stay on, and I'm not entirely sure it's because of the CD player, as I can't remember if they did that before or after I installed it (I rarely drive at night, so I wouldn't notice if my panel was lit up). Can anyone help?:banghead:

You pulled a wire from the steering column for the power right? I think you are supposed to pull the brown wire. Maybe you got an interior light