OK...found the silly nuisance. The wire which needs to be attached to the radio has an insulated push-on connector. It is distinguished by a 1/4" wide, inch long spring which extends from the connector. This spring ends up underneath the radio when the connector is pushed onto the ground connector. This ground connector blade is on the rear of the radio, center bottom.
Mr. Benz...why did you do this to us. The radios are not worth the hassle. If someone wishes to steal a radio, make it easy for them...not hard for us.
Anyway...my lights no longer flash when I lock the doors. I assume if I had a working alarm speaker under the car, it would be whelping in distress when the lights are flashing.
Still haven't gotton the antenna to extend. Somehow I get the feeling I'm talking to myself. Merrry New Year.