If you plug the rca's in first, then when you connect up the power, it can send a stray surge up the rca's, which will blow the earth track inside the headunit, which will give u a bad whine. RCA's are always last on, first off.

But as you said you did it that way, so you should be fine. If by any chance its a pioneer headunit, earth tracks are really fragile on them so blow proper easy!