Got to connect the red cable to the yellow one to get the headunit working but you will have to turn it off when you turn off the car, or you can connect it the ciggy lighter so it will turn off with the car.
I'm all for DIY modding, but if your worried about pulling out a cable and connecting it to another one. Give it a professional to do. Electrics shouldn't be messed with if your THAT worried about it.