could be a number of things...
1) the wire you connected your headunit to isn't live... find one that is, or run another off the fuse box/straight from the battery. having a bulb with 2 wires attached is a good way to find out. or just touch it on a grounded point
2) like dubslug said, the ACC and Permant live wires are the wrong way round. bridge the yellow and red if you want your headunit always live. just remember to turn it off.
3) unless your interior light is dead it's unlikely to be fuse 3 that's gone. check it all the same. that's the one that does the radio as standard. There's usually a fuse on the back of the headunit too, although in all my experience I've only ever blown that fuse once when I connected the headunit up backwards.
Personally I'd run a decent wire straight to the battery and run off that. Run another decent wire to the earth point above the fuse box so the headunit always has ample power to run. If you want to run it so it comes on with the ignition you'll need to jump off a wire that's live when the ignition is on. things like the fans and glovebox light are common places. If you want to come straight off the ignition switch run a wire off the +15 point. There are 2 thin black wires coming off it.
Hope that helps
