im guessing you have one of theese harnesses installed
http://www.sonicelectronix.com/item_...a-70-2003.html and if so get a fuse tap like this
http://www.autozone.com/autozone/acc...ier=32416_0_0_
and plug it into an unused acc switch controled fuse on the passenger side like where the sunroof fuse is then run a wire from this to the switched accesory lead on your headunit. Also your head unit will still light-up without the illumantion wire connected you just wont be able to dim it. Wiring it this way ensures you have a safe fused connection, and this only applies to 2002 up which i think you have and since you didnt buy the chime module (assummingly) this needs to be done.
Typical Head Unit Wire Harness
Function Typical Wire Colors
Memory / Constant 12V(+) Yellow
Switch / Accessory Red
Ground Black
Illumination Orange/White
Antenna Remote Blue
Amp Remote Blue/White
Left Front (+) White
Left Front (-) White/Black
Right Front (+) Grey
Right Front (-) Grey/Black
Left Rear (+) Green
Left Rear (-) Green/Black
Right Rear (+) Violet
Right Rear (-) Violet/Black