Hei.
There should be two power / live (+) wires. They are usually red and yellow from the headunit. Different cars have different layout, and sometimes these two are "hotwired" into each other. This gives always power to the radio. You should separate these (or make the correct connections) so there is one continous power (yellow I think) going from the battery to the radio. This is for keeping the clock settings etc. on your head unit. The other (propably red - I might be mixing these two colors right now) should come from the ignition, so the radio power is cut off when you switch the engine off.
There should be three wires under the dash that are of interest. Two + and one - (ground). Try these. You may blow a fuse or two, but very little damage is likely to be done. That's what the fuses are there for... Ground is almost always black, but beware that the Italian who made the wirings after a glass too much 'vino rosso' may have messed up the colors.