Explorer DVD player won't turn on

Hi, I just got a 04 Explorer Eddie Bauer edition couple weeks ago as my first car, but both of the headrest DVD players wouldn't turn on, and I am not sure what the problem is.
The previous owner had put in an after market stereo system, it's an Alpine CDE-103BT, not sure if that makes any differences. Also the stereo control on the steering wheel wouldn't work, I'm thinking he didn't wird all the necessary wires?

You are correct, there are a special modules available from Pac Audio that were not installed. Without them you lose functionality of the steering wheel controls and the RES. Crutchfield has them, call tech and have your HU information ready.