Radio problem

Sirs,
I have a 1989 Bonneville. The radio (factory Delco) went out while I was driving one day. Now, if I press the volume knob in (as if to change from AM to FM) I get the clock lighting up for about 5 second. I figured that the radio had gone dead so I replaced it with the same Delco radio. Same thing. No sign of life unless I press the volume knob in. The radio, cig. lighter, & underhood light are on the same fuse. I checked the fuse and it's good. I also disconnected the cig. lighter to see if that was the source of the problem. It wasn't.
Any ideas?

you said "The radio, cig. lighter, & underhood light are on the same fuse. I checked the fuse and it's good."

This is not the diagram for exactly same GM model...but as a suggestion, on this one there are 2 fuses for the radio...so may be check fuses again just in case....
www.avigex.ca/xport/radio.jpg
www.avigex.ca/xport/fusepanel38.jpg