stupid question

You are probably not doing anything wrong if you have lights and any sound at all from the speaker (even just a connection sound from the speaker)
Some of the newer stereo's with a memory wire (usually yellow) require both power at the red (or power wire) as well as to the memory wire, but most of those will not power up at all without both wires connected to power.

The outer shell of the antenna connector grounds the antenna, but you can try grounding the antenna seperately.
Don't think it matters though, at least not that I have ever seen.