Definately sounds as if your ground isn't working - the shields of the RCAs provide a connection to the ground inside the amp.

* Check the ground wire in the car (hook a small 12V bulb between +12V and the ground wire, or measure the resistance between the wire and metal part of the chassis, maybe a seat belt bolt)
* Check that you matched up the grounds of the car and empeg harness correct
* Check the attachment of the ground wire into the sled docking contact
* and last if it still doesn't work, open up the player and check the ground wire inside the player into the player docking contact