I have everything connected correctly (color coded) via the wiring harness with the 4 rca plugs and the color coded wires that connect to 2 plugs.

I am completely unsure why there is no sound. I had a friend double check it and he said the same thing.
There was a 3rd smaller plug, but I believe that was for the steering wheel connection?
I was contemplating just having Best Buy do it for $50?

 

There are some other possibilities. One is that your head unit needs to be set so that the preamp outputs are active. Make sure also that you are using the output plugs on the head unit. It may have RCA inputs on the back as well as outputs. Another possibilty is a problem with the adapter. I used a Metra to hook up my head unit and when I was done I had no sound on the right front. After taking the door apart and checking all of my wiring a few times I tested the adapter for continuity and found that the positive wire for the right front was not properly crimped.

Take a look at the the links I posted and find the wiring guide for your year and system and check for power at the amp. You might also try powering up the amp directly with a +12V feed to the remote wire.