battery drain after radio?

I have a 2001 Toyota Celica GT that I installed a JVC CD player in recently. Every 2 days my car battery is dead. I replaced the battery and it sill happens. I suspect a wiring installation problem because the unit will power on with the igniton key out. I am trying understand how the unit was wired, it isn't wired physically to the battery posts but I think they came off of a direct power terminal at the car fuse box.
What is the difference on the unit power wiring, is one of them for a low power to keep the radio settings and clock and another for main power to the unit. If someone could explain a common wiring schematic that would be great. Also what is the simplest way to check for the parasitic draw ? A test light or DVMM ?
If I take the car to Circuit City or Best Buy install shop, could they pinpoint and correct the wiring to operate only thru the ignition?

Thanks,
Kenny

The switched power wire of the vehicle is grey in color.  This wire should be connected to the red wire of the radio.

generally speaking the wire colors of a normal radio for power are:
yellow-constant 12v-or mem power
red-   switched power-or turn on
black- chassis ground

Do you have a aftermarket wiring harness for your car?

the constant or mem power wire from your radio should be hooked up to the blue / YELLOW wire on your wiring harness. The Acc (switched power) should be hooked up to the gray, and the ground to the brown wire.If you don't have power on one of those wires, test all the fuses, because you should.

The best way to test a current draw is to use a DMM (digital multi-meter) that has a amperage testing feature.One of those shops could easily determine the problem for you, but most likely they are going to charge you retarded, So your better off testing everything you can before toy take it to a shop.


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RTFM

Thanks guys for the quick replies,
I don't know about another wiring harness, I'm not sure.
I have even expected that they may have used the same old car wiring to hookup the new radio, but I may be wrong on that? I would think that would have been the easiest,simplest way? I do thank you for the explanations of audio wiring that is most common.
I have a nice Craftsman DVMM but I don't know if it has an amp range, how would it be marked ? I know it has ohms,ac volts,dc volts.....
Please get back with me,
Thanks,
Kenny