my car audio does not resume playing

I have purchased Blaupunkt (Victoria SD48). My problem is that whenever I turn the ignition off of my car and then turn it on after a while, the player starts playing the songs from the very first song in the first directory in the USB drive. I want the player to remember the last song played and resume playing the last song when I turn the switch on instead of starting over. I have searched through the internet and the user’s manual several times but could not find anything specific to my problem. Your detailed response will be highly appreciated.

First lets make sure that the stereo's memory wire is working properly. With the ignition off test the YELLOW wire to make sure it gets +12volts always.