http://www.installdoctor.com/Harnesses/Ford-Wiring.pdf
Check it out, you may find your wiring is incorrect.
Here are your Pioneer wire-codes in case you can't read the wire labels.
P o w e r
Memory (+12v Constant) Yellow
Ignition (+12v Switched) Red
Ground (-) Black
Dimmer Pink/White (Alpine only)
Power Antenna Blue
Amplifier Turn-on Blue/White
Phone Mute Light Blue (Sony only)
S p e a k e r s
Right Front (+) Gray
Right Front (-) Gray/Black
Left Front (+) White
Left Front (-) White/Black
Right Rear (+) Violet
Right Rear (-) Violet/Black
Left Rear (+) Green
Left Rear (-) Green/Black