buzzing noise coming from my speakers?

I just put in my stereo and Im new to this. I have a 5 channel amp going to all 6 speakers, and 1 subwoofer. I ran the power wire down the same side as the RCA's. Which I dont know if that could be a problem. I ran the speaker wiring down the passenger side with a wire for my 10 disc cd changer. I also have a good ground. The power wire and ground for the amp are both 8 awg. When I turn the car on I get this buzzing, almost like a supercharger . but It runs up through all the rpm's. Very annoying. I also get this different noise When I am changing songs on the cd changer or changing cd's. Does anyone know what this could be? I have a friend that told me on ford Im suposed to get some kind of thing for the coil. Is this true?

Thanks in advance

Alright thanks guys, Ill try both things. I heard that I should put those on seperate sides, but I already did it before I was told that. thanks again.