Are you going to be using the internal amp to power anything?
If you wire it the way Alpine suggests the 12v power (is it yellow in an Alpine harness like most other manufacturers?) would be connected to the battery and the 12v accessory (red) will be connected to a switched source controlled by the key. This will keep the unit from being on all the time while still retaining your clock, memory presets, and EQ settings.
Edit: Otherwise Dre is right - if you were to connect it using a harness adapter going through the stock wiring behind the dash you'll be doing the same thing Alpine suggests but with smaller gauge wire - the power will still be connected to constant power - it has to be to retain the aforementioned settings and such. Otherwise everytime you turn the ignition off then back on the radio will be at 98.1 FM and the clock will be at 12:00 and the EQ settings will be whatever the factory default is.