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Some of these in-car players have an extra sensor wire, which must receive a positive voltage (e.g. from the handbrake sensor) before the player will remove the warning from the display. The purpose of this is to ensure the display is not operated while the car is being driven to comply with the law.
If you have the manual handy, check the wiring diagram for this sensor wire. If your car doesn't provide a connection from the handbrake (or other stationary sensor), applying +12v (e.g. connecting to the DC+) will enable the screen continuously, but without the safety of the screen being disabled while the car is in motion.