Installation

I hooked up my JVC MD KD-G800 CD Player in my 1995 chevy caprice i hooked up all the wires right but i dont get power when i pushed the eject button the power comes on and the cd comes back and when i put a cd in it comes on and takes the cd but then the power cuts out again but when i put the yellow wires and the red wires together all the power and everything comes on but when i turn the car off the cd player stays on till i turn the power off on the cd player