Here is the radio wiring diagram for your 2002 Mercury Mountaineer with Premium Audio System. This diagram is for the Early Production 2002 models. Apparently they changed some things mid-year.
Early2002MercuryMountaineerPremiumRadio.pdf
Unfortunately the diagram does not specifically show the purpose for the wires going to the subwoofer amplifier (even though it does for almost everything else, go figure).
It appears there is ground and power (always on). Then there is 3 wires that are shielded (obviously low-level audio). I would imagine these are left, right, and common audio ground. If I were to guess I would say that the Brown/Orange wire is the common audio ground because of its color (the chassis ground to the amplifier is black/orange), but that is just a guess.
I would recommend using a voltmeter to check out the voltages on the shielded wires while the system is on, then perhaps using a small speaker or headphones to see where the audio is. I hope this is helpful.
Peace.