right ... sorry to bring this topic which is a little old .. i can't sleep and i'm bored
basically ... you're ok to earth through the aerial. its not ideal as the aerial isn't designed to earth things. so those that are a little worried about fire ... its ok.
if we take, say, a 4x60w H/U ... its 60W Max ... not RMS from what i remember. So do the maths, and its only an 18amp spike ... nothing much going through an aerial really. if you think your h/u is outputting at a total of 240w RMS through a puny cable that runs around the back of your dash ... don't be silly.
if the radio will only work if its "bolted" into the car ... thats fine. all radios are internally grounded to their casings and that will take a lot of amps! if the radio only works with the "cage" (the thing that you slot your radio into and it clips to your radio) then thats not ideal. the cage is probably touching some metal part of something behind the dashboard, and because the cage is "floating" off the center console ... thats not ideal because the connection from the cage to the metal part of the car is not "semi permanent."
if your head unit works plugged into the loom with the aerial out (i.e. you hold it in your hands without it touching anything and the radio picks up jack all) you're in an ideal situation because as long as your radio is connected up to your loom ... you don't have to worry about grounding issues at all.
final word ... if the thing works and your happy with it ... its fine (except if it only works when its in a cage)
edit: forgot .. about the whole topic. =S
if it don't work then plug something into your lighter socket (like a gps or whatever) if it works then there aint a problem with your fuse box ... you can stop looking there.
next ... make sure every single one of the pins on your wiring loom to the radio is pushed into the the connector properly and hasn't popped out. it is possible. make sure your aerial is plugged in because it could earth through the radio.
failing that ... get a multimeter ... set it to show voltage ... make sure one probe end touches a bare metal part of the car and then use the other prob to check the red and yellow wires (go from the back of the connector and its red and yellow on a square ISO connector) for voltage and make sure its about 14.4 volts with the engine on. you won't get shocked or anything ... its perfectly safe. if you don't have the square ISO connector, you could check every wire on the LARGE nissan rectangular connector. i can't tell you which wire it is because i can't remember
if you don't get a permanent voltage then you might need to run a permanent live wire from the fuse box to your radio or you could get a mate to do it.
diagnosing the problem should only go that far. if the radio works in another car and not yours and you've gone through the whole process then i just recommend you pop into an autoelectricians.