Why did my check engine light come on after an aftermarket CD player was installed in my 2001 Jetta?

I had a Pioneer cd player installed at an audio shop. A few days after installation my check engine light came on. A WV dealership could not get the codes using an OBD test to figure out the reason for the check engine light being on & says it may have something to do with the wiring of the cd player. The cd player works perfect. Would anyone know a solution to this problem?