<< haha, yea, you need a harness if you don't got one. >>
A little late for that if he already cut the wires inside the car. That's always a real bad way to try to save $9.
Edit coming. I'm going to try to help in a minute, instead of sitting here and doing the old Nelson laugh ("Ha Ha").
Edit: OK, first off, never, ever, ever, ever, ever, ever cut the factory wiring of any car ever again! It's just asking for trouble of this sort, and worse.
My guess is that you have hooked up the "illumination" wire from the car to the amp turn-on lead in the stereo. Most after market stereos do not use the illumination wire. The illumination wire is used to power the internal lighting of the factory stereo, and dim the vacuum-fluorescent display at night when you turn on the lights. I guess that you must have both a power antenna signal lead and an amp turn on signal lead coming from the new CD player, and that they are not electrically separate inside the new deck. When you turn on your lights, power flows from the illumination wire, "backwards" into your deck through the amp turn on lead and out the power antenna lead to your power antenna.
It?s pretty important that you don?t use your stereo until you have fixed this problem, because when you turn on your stereo, the dashboard lighting circuit is actually drawing power from the amp turn on lead. This is bad. The turn on lead is designed to provide at most a few hundred milliamps. Since your dash lights (and depending how the car's wiring is designed, possibly the parking lights and tail lights too) draw significantly more than this, it is essentially grounding (shorting out) the turn on lead.