Now I found out that the orange/peach wire on my stereo says: "To terminal always supplied with power regardless of ignition switch position"
and my red wire on stereo says "To electrical terminal controlled by ignition switch (12V DC) On/Off"
It's starting to make sense, but I don't know how to wire it.
That matches my truck's wires.
Radio wires (power ones) are as follow:
(starting on left side with face of radio facing me)
Blue / peach / grey with white / grey with red / green and green with red (two wires connected together) / red / black
Edit: I think I had it hooked up right, but I turn key and nothing happens. :s It sparked a couple of times while I was wiring it so now I know the power is coming through. BUT no lights are lighting up on the stereo :\