You should connect a fused power lead from the + terminal on your battery and then ground wire connected to the body of your car, then a trigger wire from your head unit to your amp. Have you wired it like that?
You need the trigger wire to turn off and on you amp, make sure you have the trigger wire connected to your head unit. its usually a blue thin wire. The amp will only work once your head unit is turned on, this makes sure your battery isnt being drained all the time.
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Fused Wire from + terminal on battery thru firewall to back of car to amp
Ground wire from amp to metal part of car
Trigger wire from head unit to amp
If all thats wired up and dosant work, check the blade fuse on the amp and the blade fuse on the power lead.