Help Please !!

I have a JVC KD-322 / KD-G321 Not quite sure which one is mine. My problem is that every time get stop the Receiver, Or turn off the engine off, it always goes back to the first song when it starts playing again. In the manual it says that it will start at the place where it stops, Can you help to solve this problem. Is something wrong with it.  The CD player I had car before use to start playing where I finished up, cant understand why this one wont.