Headunit Trouble

Well, let me set the situation.
I have a 1996, white, Deawoo Nexia. My first car, and im pretty happy with it as a first car.
When I bought it, it had no head unit, but one of my friends quickly lent me an old tape/radio, just so I had *something* to listen too.
After my last paycheck I bought a nice sony headunit (CDX-GT41OU I think is the model number). We had no trouble putting the cheap tape player in, so I orderd it online and saved myself £50 compared to the local store. We wired it up to checked it all worked. Worked fine, we set the time and unplugged it to fit the cage and get a nice fit. Then, when plugging it back in... nothing. No lights, nothing.
Reset switch causes it to make a short noise (Same noise as when we first plugged it in, but still nothing.
Also, it will take, and eject a CD, so I would assume it had power because of this.
Quick phone call to another friend who knows a bit more about cars. He first checks the fuses and says they look fine to him (I didn't even know/think to check) so we hook up my sterio to his car.
By just connecting the red, yellow and black wires from the power box, my sterio springs to life. I've been told, the red and yellow are power, with the black being earth, and if all these wires are fine, I should get my headunit to light up. Now we've checked (Visualy) all the connections on these that we can, is there a better we to check that these three wires are ok? If one of those isn't working, it was us that messed them up in the short time we fixed the cage...
Basicly, if it were you guys, what would you check next?

there are fuses under the dash AND under the hood (bonnet). One of them is probably blown