More than likely, your factory amp isnt being turned on, and it needs to be. Pioneer has a blue wire and a blue/white wire. I am willing to bet you used the blue one, which is a power antenna lead and the blue/white one (that needs to be used), is a power amplifier lead. Kenwood, Sony, and Pioneer use the 2 wires for remotes and people get confused all the time. The power antenna only has power when you are listening to AM/FM, providing juice to a power antenna and have it go down when you go to CD. The power amplifier lead, stays on regardless of the source you are listening to. Hope this helps, if not lemme know, we'll go further.
to werkz also...