thanks!!! I played around with the wiring.. i orginally connected the "pwant" from the bmw to the power antenna of the sony (blue), and that way only radio makes sound, no CD or mp3. Then I cut that connection and wire the "pwant" from BMW to the blue/white from sony (amp power or something like that) and now it works. didn't know the logic behind it, unless "pwant" means "powering up the factory amp" and not "power antenna". oh well.. it works now =)
and i also tried to gound the negative terminals of the speakes, and if I ground them, no sound will come out. so i discard the negative speaker output from sony and only connect the positive..