Cd Changer Installation

I just installed a new CD changer in the console of my daughter'bug. The instructions state there is a possibility the radio might need to be programmed. The radio is not recoginizing the changer and it will not load a disc. There is only one plug you can use since the car came prewired. Is this the symptoms of a radio that must be programmed, or am I missing something? Will the dealer have to do this, or is there a workaround?