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i tried installing my alpine cda 9807, as far as i know i hooked up everything right. i hooked up the two rca cables for the subs and the other two rca cables for the speakers. hooked up the ground to the ground, power to the power, yellow to yellow (not sure about the name of this cable), and the blue one with the stripe to the blue one with the stripe( not sure about the name of this one either). i basically connected everything the way it was connected with my previous hu. when i turned on the radio w/o turning the car on it worked fine but then when i turned on the car it smelled like something was burning. i pulled out the deck and there was a bit of smoke but dint c where it was coming from. the stereo still works any idea what is causing this smell and y there is bit of smoke coming out? my dad thinks that a wire may be loose and touching the ground. but im not sure. any one have any suggestions?

Yeah that smell and smoke are the signs of burning wire and jacket... You either have 2 wires (or more) hooked up incorrectly or as your dad pointed out, a wire is grounding out.

your smoke module may have been compromised.