Yes - put in a new question - there are people here who know about these things - include the make, year and model of your car and as much detail about the radio as you can manage - make - model - serial number.
It's a security thing - if the radio is stolen then power is lost and the radio wants a security code to start working again.
You can change the battery and still keep the radio "alive" by squirting 12 volts into the car through the cigarette lighter. I have only tried this on 2 cars but it worked fine both times so I guess it's probably good for most cars.
Good luck...
Peccavi, April 2013
