How exactly do you have it wired up? Are you using the stock speakers and the stock speaker wiring? If so, are you still using the stock amplifier, or do you have it bypassed?
My guess is that you connected the new unit to the speaker wires at the connectors to the stock radio, and are still going through the factory amplifier. If so, you are probably missing the signal to turn on the amplifier. My suggestion is to do the factory amplifier bypass, and it will probably start working. Even if the amplifier trigger is not the issue, most people who have done the bypass (including myself) think the system sounds much better without it. (There are several topics on the subject, one of them is
HERE)
I have a complete set of wiring diagrams and connector pinouts for the 2002 entertainment wiring, but they are too big to attach (330k.) I can email them if you wish so you can cross check that with what you've done and maybe you can find something you missed?
Good luck!
-- SS