Make sure speakers are connected? If your using amps, make sure they are connect right too. Trace all of your wires that's all I can say. I had a little trouble with my system too but a little tracing and frustration later and it's all good now.
As for the airbag thing, follow the posted direction on resetting it. Letting it blink and turn the car off, sit 5 sec then redo 3x. I had problems with the airbag light when my system was not working correctly. Once I had my system working correctly, the airbag went away.
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