First thing is to confirm that you have the correct cable as there are 2 types that you can get, 1 for models with the amp and those without, the connectors should look like THIS if you have the amp.
Suppose another thing to check is the connection behind the glove box, as its such a tight area to work in, maybe as simple at the connectors have not been pushed in all the way?
Failing that, i would get the HU checked.
Hope that helps!