if its an aftermarket headunit it'll have a remote wire, like sean said, the wire is attached to your wiring harness, it shouldn't be used right now and its a Blue wire with a White stripe, good luck
If your car's harness was butchered, like some that I have seen, you can simply run a wire off of the Acessory/Ignition of your car, and run a switch to it as well. That way, your amplifier will only turn on with your radio (Acessory) and if you turn your radio off, you can flip your switch to cut the current to the amplifier. You might not like the idea much, but it works out well. Good luck.