Well, hang on then - I don't want you to be confused.

The car player has two power leads, the memory maintain and the power feed.

Maintain is used for the clock. The main power feed is the one that the player hardware draws it's main current supply, without which it won't be able to spin up disks and so forth. If you only connected the maintain lead, then the unit would just stay in standby.

If you only connected the main power, then the unit would just "die" the second you removed the power; if this was derived from the ignition, say, then as soon as you turn off the ignition the unit would drop. However, this wouldn't be desirable in terms of the unit being able to "remember" properly, etc.

Hence, both need to be connected for correct operation. The Maintain can be connected to a permanent 12V feed, which (as Tony says) could be a permanent battery connection. I would tend up look upstream of the ignition switch; on Brit vehicles the unswitched, battery feed is Brown. A switched side battery feed will either be red (early vehicles) or brown with a white thread ( the thread in a main colour always indicates it is switched, unbroken main colour is unswitched).

For the main feed, you need a good, switched feed. You can either draw it from the ignition switch, or wire in a relay controlled by the ignition that feeds directly from the battery. In either case, you will need a good, fused supply (I would have thought enough to supply 5A without fusing) that can give the unit enough juice on power up.