Problem with Installed CD Receiver - Please HELP

[zmweaver]

I just replaced the stock tape-deck with a Sony 52x4W cd-player. Immediately after I installed it, it would cut off if I turned the volume up to high. Now it works fine, but when the headlights are on and I turn on my turn signal the dash instrument-panel lights go out. When I turn off the radio the problem disappears. Also, when the radio is turned off the HVAC circulating fan picks up speed (seems to get more power). The dimmer wire is not connected (someone thought this might be the problem but I have ruled it out). I would really appreciate some advice here. If you have any ideas, please throw them out.

Thanks!
Zane Weaver