hook the switched wire (red) to the blue wire, hook the constant wire (yellow) to the wire you ran from your battery, that should make it so you don't have to turn on your head unit when you get in the car. the constant wire is for memory like a CMOS battery for a computer, it lets the head unit have enough power to remember things like EQ settings, radio presets, the track that the cd was on, etc.
This will help.
Radio Wiring Diagram - Car Forums and Automotive Chat