^^as mentioned by SMARTASS, look at your fuse box and run your wire from a switched(powers on when ignition is in the accesory, on or run position). It offers fused protection and prevents the component from being left on. It's very easy to do, they even sell fuse taps (little metal clips that fit on the fuse and give you a spade connector to attach a lead to) at any electronics store or canadian tire. That's how most oem upgraded installs get a remote for the amp prior to signal sensing loc's and amps.

 

Check if your lighter had power when the car is off. If it doesn't then that would be a possibility also.

 

Agreed - switched power (IGN or ACC) from the fusebox or deck ftw.