Amp works with radio but not cd audio?

Your sony radio has two blue wires comming out of it; you are using the power anntena wire instead of the amp remote wire.  just switch it to the other blue wire behind the radio and it will all be ok.

sorry, i said sony radio, its the same on the Alpine.

Hmm.  If the amp works while listening to the radio but is shutting off when you switch to CD,  it may be because the head unit is cutting off its remote power output for some reason. 

Try this (and please be careful): Assuming you have easy access to the amp, turn your system on to the radio.  Take a voltage reading on the remote on terminal (Positive meter lead on remote, negative meter lead on ground.)  It should read approximately +12V.  Now switch to the CD and see if the reading changes.  If the reading goes away, the head unit has a problem and will need repair.  If the voltage stays on but the amp turns off, this is more interesting... do the test I described and report back before I speculate.

Thank you so much guys. It's too late tonight to try that out but I will definetly try it first thing tomorrow morning.  THank you all again.