I connected both the yellow and the orange to a ignition off source.

The yellow and orange wires should not be connected to the same source. That is most likely the cause of the problem.

I don't remember the color coding, but one of them (I think the yellow wire) should be connected to a constant power source. The other one should be connected to an ignition-switched power source.

This is very clearly described in the manual that comes with the player. It is also standard practice for every other car stereo, including your other head unit.