Alarm wont work after headunit install

Just fitted a new pioneer head unit into a 98 a3,stereo works fine but alarm is not setting when i lock the car,ie indicators flashing and red lights flashing on doors.Took new headunit back out refitted concert unit and everything works fine,I did notice there is a brown/black wire with a brown spade connector that is connected to the metal case of the concert unit,
could it be this?Am sure someone would of had the same problem just need this concert out my car 2nd one now with volume problem.Am new so be gentle.

Thanks B5NUT is simple as that eh thanks for the fast reply