Regarding Radio On 97 Cavalier

When i bought my car a year ago it didnt have a radio or a wire harness.
I went to Wal-Mart and bought a wire harness for a 97 cavalier. I hooked everything up as it says on the wire diagrams. but when i hook up Battery / Memory Orange to Yellow
Ignition / Accessory Yellow to Red

My Radio stays on and i have to manually turn it off everytime. I've been messing with it trying to get it to come on and off with the ignition. The radio will not come on at all if the Mem wire and power wire are disconnected from one another. i can hook up all 4 wires together and it comes on but i have to turn it off manually. Can anyone help me with this problem?

Thanks in advance

Wiring colors are often different in the factory plugs. You can't go by colors. You need to go by pin position. It sounds like you have your constant and switched power wires reversed, possibly...

hook the orange and red together and the yellow to yellow. now what happens? or get a test light and see what has constent power and what is switcheds power. did you wire the radio plug correctly?