Need help installing an Aftermarket radio in a 2004 Lincoln LS?

[Juston]

Ive installed plenty of radios and systems into plenty of cars before but this one has me stumped. The wiring harness best buy sold me came with only 2 plugs, but i have been reading online that i need 3 plus for my car, the ones i have now are the main 1 with the speaker wires and attachments and power and such, and the second one comes with a set of RCAs and two blue wires with white lines, when its all attached and i turn the car on the only thing that works is the CD mechanics, no screen mechanics but it tries to eject a CD. Im not sure if the radio is bad or i wired something wrong or what. Also i just put my old stock radio back in and everything works fine