1999 Radio Not Turning On - Toyota Corolla, Chevy Prizm (1998-2008)

I have a Kenwood unit. It's the one with the faceplate and the cd loader in the trunk. I got this car last year and the radio still worked. Anyways, now the radio doesn't turn on. I checked all the fuses by pulling them out with a needle nose pliers and looking to see if they broke. Also used one of those Bussmann fuse checkers to see if it broke without me seeing it. I pulled out a big black fuse looking thing from the fuse/relay box under the steering wheel, and I tested it with the fuse checker (i think that this is not the correct way). So the fuse checker lit up for less than a sec and went away. I tried it several times but no light came on. I took it to Autozone and they told me it was a relay. They didn't have it in stock and didn't really answer my question on how to check it. So, I took it to Kragens and they didn't have the relay either. The store manager also used my fuse checker to make sure it was working and told me to go to a dealer since they don't have it. So, right now I'm confused if the manager was doing it right. Any ideas?

You can't really check a relay with a continuity checker (most fuse testers). Depending on the relay's model - you can check for continuity/or not on portions that are NO or NC (normally open or normally closed) - you have to energize the coil to verify that the relays is "switching" correctly or not.

In any case, I don't believe the relay is the culprit here. When you say the radio won't come on - is the display still working? Or is every apparently dead on the headunit? Try running power directly to the source and ground leads on the headunit to see if you can get it to light up. If not, then it probably is a fuse inside the headunit or a fault inside the headunit's inner traces.