Sounds like you've never installed a stereo in a CANBUS enabled car before then.
Unless you have the Connect Nav+ system installed in your car, which operates in the more conventional switched and constant live configuration, then you have the factory tape or CD player which is a CANBUS triggered device.
The stereos take a wake up signal from the CANBUS network when the ignition is turned on and likewise an off signal when it shuts down.
This is typically not compatible with aftermarket stereos which look for the more conventional constant and switched live configurations for the on and off trigger.
Disclaimer time - if you don't know what you're doing then don't mess with your car's electronics. You can cause serious loss of functionality inc. safety devices or worse destroy your car if you have a wiring nightmare.
Consult with your stereo's owners manual to determine which wire is what on the stereo's wiring loom and match the wires up accordingly.
You shouldn't need to mess with the wiring too much to get it to work as the factory loom already has a permanent live in there, although confusingly I think it's a red wire from memory - which isn't quite the ISO standard. Check with a multi-meter but match the permanent live to [what should be] yellow on the stereo loom.
You will need to add in a switched live to the car's wiring loom. If you have space in the fuse board add a fuse for a switched live, or if you don't have space you can use an "add-a-fuse" type device to create an additional space. You can then run your new switched live feed to the stereo wiring harness.
From that point it should work. Other adjustments may be necessary depending on the exact stereo you've bought and what wires need to match up where in the stereo's wiring loom.
DO NOT try and jack a switched live feed of the back of something else. It won't be fused, which is a serious safety risk, and you won't be able to properly load test the circuit to ensure that the wiring you're hacking into will be able to take the additional load you're placing on it.