Oh, and regarding the fuse. Fuses blow for a reason, and it's possible it blew because you had it wired up wrong. Make sure you've got it wired up correctly before you assume that replacing the fuse solved the problem. Also, here is the FAQ entry on the various reasons your player might not turn off. And yes, a blown fuse is one of the possible reasons. It's just that whole connect-blue-to-orange thing you posted earlier sounded completely wrong.
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Tony Fabris