You have 2 power wires, the red one powers the HU, the yellow one keeps the presets and shit. The red one needs to be hooked up to the ignition switch, which it seems like you've done if it's working. The yellow one needs to be hooked to the battery constantly. No this will not keep it on all the time, but it will hold your presets. That's what it's for. Just the yellow one though, not the red.