There's almost certainly a wire off on the back of the stereo, or a blown fuse:
Car Stereos take two (occasionally three) +12V power feeds.
The main one is routed via the ignition switch - it sounds like this one is intact.
There is sometimes a separate illumination feed which picks off the dashboard lighting supply. Ignore this one (it isn't your problem)
The one that I think is causing you problems is the standing supply that comes straight off the battery bus without touching any of the switches. If your stereo uses the standard(ish) Isopin connector, it's the yellow lead.
If I remember, turn the stereo on, enter the code using the 6 preset buttons. After the beep, turn the stereo off. Then turn the stereo on and it should be OK. I just pulled my radio to get into the dash.
It depends on which make and model you have.
Try disconnecting from the battery the neutral cable for approx 11 minutes. Akhtar
First you need the code to enter. Check your owner's information for a business card with Anti-Theft Radio Identification Card at the top. There is a 5 digit code. Enter that using the number keys of your radio when you see "Code" on the digital screen of the stereo. If you don't have the code, you need to get it from a Honda dealership. You will need the system's serial number to get this.
When you enter the security code wrong on a Citroen Saxo car stereo, it will display an error. If error 9 is displayed on your stereo, you have entered the wrong code nine times and your system is blocked. You will have to wait to enter the code correctly.
I think the code is located in the fuse box under the hood.
I have the same problem on a 106 - so this may not work. I 'phoned the service center and you have to reset the stereo before they can pu the code in, and you do it like this: switch on the ignition *but don't start the car* and leave it like that, electrics on, for 1 - 1 1/2 hours. This should re-enable the key code entry. Then you need to take it to the dealer (or someone similar) to get the right code (there are other questions/answers on this). In the 306 manual it says you should, after the one hour wait, also hold the BND button down for three seconds. This then gives you the chance to enter the correct code. It does work.
The stereo code is different for every car. The reason they did this is so that people wouldn't steal the radios out of them. Because if they did then you would need the code.
You need to re-enter the code for your stereo which can be found in the manual that should have been supplied with your car
I found it at this site: http://www.sjmautotechnik.com/trouble_shooting/radiocode.html
Push the power button on the stereo then enter the code
Push the power button on the stereo then enter the code