i am going to cover a lot of stuff all at once, i will do my best not to make it sound harsh, but it is going to be tough
first, being that this is your first post, welcome to the forums!
then also because it is your first post, and it is in the audio section with no referance to computers-- this forum is mainly about installing computers in cars, so if you are only using a amp, and headunit, you might get a better answer on car audio specific sites(i know there is some confusion with the name of the site ) (if your not sure where to start for audio sites, there is a link at the top of this forum area with some of the most common ones)
now that we got that stuff out of the way, we would need some more info from you-- when posting try to remember that we have no clue what equipment you have or how it is connected, the more detail you can provide, the better(sometimes, it will help to provide pictures).
if you are just connecting the ign. line to where you think it should go, disconnect it, and locate the correct ign. wire, and then double check it with a volt meter, making sure that it turns on/off with the radio.
if that goes well, double check that you have a good ground and power connection-- and verify both with a voltmeter, and possibly a ohm meter(only with power disconnected!) if you are still having trouble with it...
that is a good start, but there could still be numerous problems elsewhere, so take care to check everything, and remember that car makers like to hide fuses under the hood...