Your stock radio had two different wiring harnesses connected to it when you took it out, correct?
Your harness that you bought also came with two didn't it? They each plug into one of the stock wiring harness connected to the vehicle itself. Only one of these wires shouldn't have a connection, the dimming wire. (orange)
Your CD player came with a wiring harness that plugs into the back of it, correct? Each wire coming from it connects to one of the wires on the two harnesses that you bought. Every wire coming from the player, except maybe a remote wire and power antenna wire (both blue, possibly with a white stripe) should be connected to the two harnesses you bought.
Other than that, each wire from the CD player should match up to a wire of the same color on one of the two harnesses you purchased.
If not, let us know.
As for the stock amp. There should be a factory amp back behind the passenger rear plastic panel. It needs to be bypassed, which there are harnesses that you can buy to do so. Your stock radio did not have a built in amplifier as your new CD player does. The stock radio had to use an external amplifier, but your CD player has it's own built in. If you do not bypass the external one, your music will sound like crap and could ruin your speakers and amp (in case you ever decide to sell and put it back in).