no sound when in cd mode

I'm installing a Kenwood KDC-MP4028 in a 1998 BMW Z3. I have it all wired up, but when I try to play a cd the unit shows it's playing but I do not get any sound through any of the the speakers. However, when I switch the source to radio, I get sound through all of the speakers. It is only static b/c I did not hook up the antenna yet b/c I'm waiting on the adapter.     I've searched through all the settings on the unit and they all are set to what they should be at. Any ideas on how this could happen? Thanks!

Are you running sound through an amplifier?  It sounds like you used the power antenna wire as a turn on instead of the amp turn on. 

Sounds to me that you have connected the Power Antenna wire to the factory amp turn on wire.   You need to connect the Blue/White wire onstead of the Blue wire

Thanks all! Nailed the problem right on the head. I'm using the built in amp on head unit to power the speakers. I had the solid blue wire connected to the solid blue wire on the wire harness adapter. I switched it so the remote wire (blue/white) is connected to the solid blue on the harness adapter and it works fine! Thanks again for the quick responses!