Stereo power question (help!)

Before anyone jumps me for posting this question here, instead of the electrical page, Have you read any of those post? Seriously? Those guys are speaking Chinese over there. I have a wiring question, but I honestly don't know if I will understand the answers!
I installed a low-end Pioneer CD player. Now it shuts off when I turn on the lights, and not just the headlights, but even the parking lights. No problems with brake or turn. I used the original radio power for the acc-on and the clock power for 12v constant. when it shuts off, I lose all my pre-sets, so I'm guessing neither of these are up to the task. I can run a dedicated wire from the battery, but then the stereo will not turn off with the key, and I'll probably leave it on one day and drain my batt. My first plan was to put relays on my headlights, but now that I know it happens with the parking lights, I'm really starting to worry about my 42 year old light switch and wires.
Anyone out there an electrical genious who hasn't lost the ability to speak english? If you hadn't noticed, I am terrified of terminally screwing-up my wiring to the point where the engine will not start/run (I've done it before!!!)