I really need some help wiring my new radio

I have a Pontiac G5 GT with Pioneer audio and OnStar. I bought the GMOS LAN 04 Harness and ASWC-1 steering wheel control harness for my Kenwood DDX310BT radio. Okay, so i have the wiring harness all connected, I have the ground connected, the RED ignition wire connected to the GMOS LAN 04 ignition and ASWC ignition wires, and the YELLOW 12v constant I have wired directly into my cigarette lighter 12v power wire.

So here are my problems...

1. The radio is not turning off when i power off my car. I believe this is because my cigarette lighters always receive constant power (even with the car off). If I am correct in thinking it is supposed to receive constant always power, then why is it not turning off/ sensing with the red ignition wire to turn the head unit off?? If I need to power it to a wire that shuts off with the vehicle also, which wire should I choose?

2. I cannot for the life of my get the steering wheel controls to work. I believe the problem is from the interface not being capable of turning off and back on to program it. Any ideas?

3. I do not have the 7mm screws for the housing installation kit. Where, locally, could I purchase these? Or would I be okay just taking a hacksaw to some screws and shortening them to fit?

The GMOS LAN 04 I purchased looks like this one as well, http://ecx.images-amazon.com/images/I/718iTHt%2B6yL._SX425_.jpg I noticed there are 3 differently shaped interfaces all with the name GMOS LAN04... Could this be the cause of my troubles?

Thank you for the help!!