kenwood radio issue

Hello, I bought a Kenwood radio to go in my subaru legacy 1999 to replace the factory one, i bought the adapter to fit every wire without cutting them, I plug everything, every color matching each other and when I try to power the radio, nothing at all. When looking for help I came across someone who mixed the red and yellow wires together and got it to work. So I tried the same way and it worked, but the radio won't keep my setting in memory.

Another weird thing is when I make the red wires touch the yellow ones, and the car switch is at ON, the ceiling light light up, I don't know what's causing this but I know that something is not being done right.

I don't know what to do, everytime I installed a new radio everything was fine, now I don't know if Subaru has something different somewhere that makes things harder but if anyone know please tell me. :P

Thanks

There is a blown fuse for the Radio's memory circuit and the domelight circuit.  Both are protected by the same fuse.  Look for a fuse labeled Dome or in the owners manual it may say radio memory.  If you can not find such a fuse, check all fuses in each fusebox in the vehicle.

The fusebox I found are the one below the steering and the one under the hood, I don't know if there is more anywhere else, I checked every fuse and they all look fine the metal thingy between the 2 pins is fine. But the illumi and the radio fuses arent blown but when I remove them and test the pin holes with a volt meter I get nothing, like there was no power coming through. Could it be that I need to change the fuse box completely ?

No you should not need to change your fusebox.  The fuse will not be labeled radio.  That fuse is for the switched power wire.   Is there a fuse labeled domelight or maybe interior? 

If that does not work after checking all the fuses, then there could a clipped wire somewhere not sending power to the unit. So in that case you would run a fused 12v constant source from the ignition switch to the radio memory wire.