this sound like a amp turn on issue,
when presenting a problem, you must include all the necessary info including the year, make and model of the car that it is installed into.
if you have a premium sound system(with out knowing the car, i dont know if you have one), The amp is not being turned on when the CD or IPOD is playing, but it is when the radio is playing. if this is correct then it sound like the wrong wire is hooked up the the cars turn on wire.
go into the settings and turn the ant option to "Power" instead of "Radio"
if this fixed your problem then you have the AVIC's power antenna wire hooked up the car's amp turn on wire