There is an aerial amplifier built into/next to the OEM roof aerial of the IS200. This needs to be supplied with power, or it won't work and you'll get very bad radio reception.
When you plug in your new head unit, you need to get it to supply power to the aerial amp when the head unit is on (no point doing so when it's off). The power feed for the aerial amp runs alongside the actual aerial lead - it'll be pretty obvious, since the aerial lead has a plug on it which you'll insert into the new head unit, and you'll see this other wire attached to it (the power one).
So you need to find a lead coming out of your new head unit that can be used to supply this power. It'll probably be labelled, either on the head unit loom, and/or in the manual that comes with it, as something to control the power to an external amp. You just need to splice this wire into the aerial amp power wire, e.g. by using a scotchlock, soldering, whatever.