when you remove the stock radio from the 96-98 honda civics equipped with factory keyless, the brain for the keyless is built into the radio. you have two options which you have come up with - jump the wire or get the correct harness.
the keyless entry brain is connected in the dash by a green harness. it should be somewhere close to your radio harness. this green harness has the wires you want to jump together. i am not sure of the exact colors but i do remember the green/red being the correct wire. there may be another green/red in the same harness and for some reason i believe that you need to connect the those two together but i forgot.
the other option is to buy the harness, but this step involves you using your old radio. you can get the harness from scosche or by a company named METRA. they make the harnesses that circuit city and best buy carry. the part number is 80-1720T for circuit city or 70-1720T at best buy - called a T harness. once you get this harness you hook up your old radio to one end of the harness, one to your cars harness and one to your old radio. then you plug the green harness into the keyless module and hide the old radio in the dash - best spot is behind the cup holders where the opening for the optional tape/cd player goes.
doing either of these steps will get your dome light working again. it also is helpful if you eventually get a aftermarket alarm put in because without the dome light working, the alarm can't tell if a door gets opened.