1996 BMW 328I Radio & Battery Drain
 

I bought a 328i with an aftermarket stereo unit, and the cd didn't work. I replaced it with a new sony stereo, the cd player still doesn't work. The tuner is fine, the cd/ eq indicator on the cd player shows that something is happening, however there is no audio coming through the speakers.
2nd question. If I leave the doors unlocked, the battery will drain and the engine will not turn over. If I set the alarm (stock), the battery will not drain.
Any help will be appreciated.