Did you have your lights on when you put the radio in? Because most stock radios have a lead on the radio coming from the parking lights (connected to front corners, rear brakes, and instrument panel) so that the radio will be illuminated.
If it wasn't on when you were installing the radio, I'd check to make sure its not exposed, touching any grounds or anything.
The fuse for that would blow in the fuse box under the dash.
As saga said, look in your owner's manual.