Ford CDR in place of PAC Cassette
The CDR you mention requires an amp (the truck you took it out of, should have had one, too). If the radio you took out of your truck was a Premium Cassette model (with a -19B165- base part number), it SHOULD have worked.
Couple things to try. In the upper RH corner of the connector block on the back of the radio, there is a small almost square plug (six pins) - some radios back then need to have a "bypass" connector in this location. If your old radio has one, and the new one does not, try plugging the small bypass connector from the old radio into the new one (if the radio needs this plug, but does not have it, it will power up, but there will be no sound out of the speakers).
Another thing to try - the amp in your '91 requires a 12V turn-on signal. Later Explorers used a 5V turn-on signal. If your new radio is only putting out 5V on the amp turn-on circuit, it will not fire up the amplifier. You can by-pass this by swapping the amp turn-on wire (pin #8 on power connector) to the "power antenna" lead (pin #4 on the power connector) on the radio (it's a 12V source, and not used in early Explorers).
If none of those work, then, the unit may have been bad when you bought it.
regards,
Jeff