improper or insufficent ground, also, possibly the "remote" wire not hooked up properly.
the "remote" is what tells the power antenna to go up / down, or amp to go on / off with the head unit.
ground most likely call, usually there is a thin black in the harness for the factory head, but it is also grounded to the chassis which the pioneer brobably is not. he probably did not mount the back support (pain in the arse and most dont do it) made of the bendable metal with the holes in it. that thing also helps the ground.
BTW the sound you are hearing is interference from the alternator. google that and there are also "filters" you can buy.
lastly, in an aftermarket head unit, it is best to use fresh power and grounds not the harnesses.