With the multimeter, set the wheel on it to 20v range !!
Then put the black probe onto something that will be your earth like the door hinge and hold it on it then with the red probe touch it on the terminals and what ever terminal you touch and get a reading above 10v that is your permanent live.
Then turn the igintion on and do the same and a different terminal shouls now get a reading as well as the previous one and this will be your ignition live !!
Make sure its on the DC range, but 20v is the best one as above. DC should have a straight line with a dashed line underneath it, AC is the one witht he wavy line.
Switch it on to Ohms range (Omega symbol), any will do.
Put the two probes ends touching
you should get a reading of about 0.1 ohms, thats normal. This check makes sure that the probes are working correctly first before you start measuring anything.
Then as said above, always put the black one on first and always take it off last. Trust me, it will take far too long to explain why

The new HU should have come with a loom to connect it to the existing car wiring. Have a look at it and there will be approx 13 wires from memory, the two you are interested in are the Red and the Orange. If you look closely at these wires there will be bullet connectors on both these wires, a male and a female. Disconnect both at thiese bullet connectors and swap them over, you will end up with a wire that starts off red and ends up orange and a wire thats opposite to this.
Connect it all up, job done. 15 mins start to finish including programming radio stations is about all it will take, seriously.
Never under any circumstances read the instructions, its a man thing

This link might help for the future:
http://www.doctronics.co.uk/meter.htm