Assuming your empeg is going into an input line on the other head unit, it should connect to that head unit. If you are going from the other radio to the aux in on the empeg, it should connect to the empeg.

Basically, if it is what I think it is, the blue line you see is the amp remote line - the wire that (when 12v is applied to it) signals the amp to turn on and do its thing. It might be that everything else is correct, but the amp (not seeing the remote signal) is turned off. Do you have a status LED or any blinkenlights on the amp to show that it is turned on? (Note: This is completely different from the amp's power feed, but you probably already know that.)