Factory radio? If so then look up the Becker site for your specific radio. It should just connect to the back of the radio.
It may be this one, for a Grand Prix:
http://www.peachparts.com/shopforum/showthread.php?t=261691&highlight=prix
http://www.tehnomagazin.com/Auto-radio-car-connector/Becker-Car-Radio-Wiring-Connector.htm
If not the Grand Prix, then check the Becker radio sticky at the top of the multimedia forum for specifics on your model.
All that wire does is control/pass on the "trigger" for the antenna to go up/down. It won't get power until it's plugged into the radio. If you have an aftermarket radio with a power antenna feature, it should connect to the blue "accessory" or antenna wire. It sends a "the radio is turned on switched +12v" to the antenna which uses power from a different fuse for the always-on +12 at the antenna.
I've posted a few radio/antenna schematics in different threads. Do an advanced search for "antenna" from Yak.