I'm really in need of a car stereo expert !!!!?

My sweetheart got me an aftermarket stereo & installed it in my 2003 Honda Civic Lx Coupe. The stereo works fine, however, my taillights, dash light dimmer, alert noise for headlights on or keys in ignition do not work. He thinks it has something to do with one of the relays...is that the problem? & if so, where is it located on my car? I really appreciate any kind of help or advise!