Hi, I'm new to this forum, I have a 2002 TJ Magna.
I've obviously wired it up wrong, when I turn the headlights on the speakers cut out.
My attempt is as follows: RED/BLACK to Yellow (CD Player marked BATTERY)
BLUE to RED (CD Player marked ACC)
Any help would be appreciated...

One more thing, can anyone tell me what the PINK wire that comes from the dash is for??

yeah, sounds like its wired up wrong
read this:
http://www.installdr.com/Harnesses/Mitsubishi-Wiring.pdf

sounds to me like you wired the earth (black) to the illumination wire... the magnas have no factory earth in the plug. the best bet is to put it to a screw/bolt on the metal behind the deck

Pink wire is power antenna, rest is as above.

You may need a test light or multimeter, will make life a lot easier! Test lights are only a couple of dollars :D

At least then you wont need to rely on colours.

here we go again.... next time do a search please as its on here already.

Car wiring
Red/Black - constant
Blue - Accessory
Pink - pwr ant
Green/white - illumination

Speakers
White/blue - Front Left + = white
black/blue - Front left - = white/black
white/red - front right + = grey
black/red - front right - = grey/black
yellow/blue - rear left + = green
grey/blue - rear left - = green/black
yellow/red - rear right + = purple
grey/red - rear right - = purple black

Two questions: Where do I connect the pink wire?
Where do I connect the green/White wire?

pink wire should be connected to a soild blue wire
nothing should be connected to the green/white wire

there's two solid blue wires, one from the loom and another one by itself wrapped in plastic

check h/u wiring diagram, will tell you which on to use

Pioneer decks only have a singe remote wire.
connect the pioneer blue/white to the car pink.
depending on the deck model it may not have an orange or orange/white wire. only the higher end pioneer decks have illumination wires.