Well your problem is that you have not connect the remote amp wire. The blue wire of the aftermarket harness should connect to the blue/white wire of the factory harness. This will power on the amp therefore allowing sound.
I however have another problem in my '00 323i. After hooking up an alpine HU, my unit still doesn't have sound. When I connect sound through RCAs everything plays just fine but when I try to use the speaker wiring, I hear nothing. Can't figure this out for the life of me.