I'm not sure what the wires are for regarding the GPS but from the photo it looks like:
GPS YELLOW = 12V Constant, I would connect this to the cigarette lighter so you don't blow the fuse on the head unit.
GPS RED = 12V accessory, the orange wire on the head unit, or any switched 12V ignition source in the car, again the Cigarette lighter can be used since the radio and cigarette lighter only work with the key in the ignition.
GPS BLACK = Attach this wire anywhere on the car with that is a clean metal surface or the orange/black wire on the back of the head unit.
Can you post up what it says in the GPS instructions and I can help you further.