The player should be able to turn on and play when you use the ground wire from the sled's wiring harness. Grounding to the sled should not be required in order to make it run. You might want to try sled grounding if you're having a ground loop problem (noise), but just to get the thing to boot, that shouldn't be required.
If the player won't run when using the ground wire from the sled's wiring harness, then one of the following things is wrong:
- There is a wiring fault at the sled's wiring harness. For example, some of sled looms have wires that pulled out of the connecting pins because they weren't crimped properly.
- There is a wiring mistake/fault somewhere between the sled and the car. For instance, some wires connected to the wrong wires on the car, wires not properly crimped, ignition wire is not hooked up correctly, loose ground screw on the car wiring, etc.
- There is a blown fuse somewhere along the lines leading to the player.
- There is a fault internal to the player.