check the MK3 stereo plug, there should be a red (live), brown (earth) and a brown red (key-in-ignition live). may be other wires but these are unimportant.
you need to run the red wire from the HU to the brown red, and the yellow wire to the red. black to brown.
if that doesnt work, try putting both the red & yel wires to the red wire on the plug, could be key-in-ign is dead or chopped somewhere.