2002 Mitsubishi Lancer Radio

First unplug the new radio, then check for blown fuses. I'm more familiar with Chrysler's radios but the better ones are made for them by Mitsubishi so the circuitry may be similar.

What did you use for a ground wire? If you found it by using an ohm meter and checking continuity, the dash light circuit and the tail light circuit will both read very low resistance to ground, so many people mistakenly think those are ground wires. The radio also is grounded through the case and the antenna wire. Those make a very poor power ground but it is enough to blow fuses for the dash and tail light circuits.