im replacing my stock stereo for an aftermarket help. please read

whats going on.
so i bougt everthing at crutchfield.com
i was reading that if i replace my receiver that my engine light is goin got light up? is that correct. here in the next week or 2 i gotta take my car to get the 40000 miles service. what is the deal with the receiver. so if my engine light does go on and i take it to the dealer that arent gonna shut it off? is that correct? im not sure what all that means please help.
i got the 4 inch stock unit.
im replacing it with an pioneer reciever(Pioneer DEH-P6900UB CD Receiver)

im also putting new speakers i got 2 sets of component speakers(Blaupunkt GTc652 6-1/2).
im still not sure how the heck im gonna replace the tweeres. if anybody knows how to do it please let me know. crutchfields web site has the manual how to replace the woofers but it didnt say anything bout the tweeres.
aslo i bought this 2 pruducts : PAC SWI-PS - Pioneer and Sony Steering Wheel Radio Control Interface and PAC SWI-CAN - Chrysler Steering Wheel Radio Control Interface so i can use my steering wheel buttons.

if anybody has any advice into how to install everything please let me know.

i have a 2002 jetta.
with the factory 4 inch cd/tape player.

I have an '03 Jetta and replaced my factory unit with a Pioneer as well. I have not encountered any errors with the remote power locks or the check engine light. In fact I know it works because I just had a check engine light come on Monday (cylinder 4 misfiring) so I know it still works.

My only advice is to spend a few extra bucks and get the good wiring harness.

Speakers should make no difference.

just don't screw up the K wire and you won't get a check engine light..follow the harness