Beginner Need Help - Mazda 6 & Sony GT340

I have a Mazda 6 2004 and just purchased a Sony GT340, I went ahead and removed the factory radio/stereo system (which involved removing parts of the front dash).

Now I have two problems:

A) The factory wire harness does not fit into the Sony GT340 stereo wiring input, now I presume I need to get an adapter such as:
http://cgi.ebay.com/Mazda-6-RADIO-WIRE-HARNESS-WIRING-STEREO-PLUG_W0QQitemZ200448780232QQcmdZViewItemQQptZLH_De faultDomain_0?hash=item2eabada7c8

Then plug this adapter into the car's stereo input line, then connect the wires leading out from this adapter to the Sony GT340 wires connecting to the GT340 stereo?
Will I need to solder these wires together or should I just twist them around each other after stripping them? (If I need to solder what voltage soldering iron would be good?)

B) Installation an aftermarket radio obviously means I will need a new kit for a good fit/installation presumably one like below:
http://cgi.ebay.com/2003-2005-Mazda-6-Install-Stereo-Dash-Kit-Metra-99-7503_W0QQitemZ290410712164QQcmdZViewItemQQptZLH_De faultDomain_0?hash=item439dd3cc64

Do I actually need a kit or can I just leave it open with the stereo sitting inside the dash without the outside cover (even though it won't look neat wouldn't it work just the same?)

Sorry for all the beginner questions, this is my first radio install and it took me 2 hours to remove and replace the front/center dash to get to the radio.

If you have a question about my questions let me know :) and thanks in advance.

yes you will need a wiring harness (adapter). The wires from the new cd player will be soldered to the free wires on the adapter, the plug end will just plug into the cars plug that went into the cars original radio. Soldering irons are rated in watts, they are all 110V. 25-30 watts should be fine.

On some cars you can just mount the cage in the old slot and slide the radio into it, others will NEED a mounting kit.