Basic aftermarket Stereo Install question...

I got a 2002 Jetta GLS TDI with a factory Stereo in it.
And I wanna put in an aftermarket stereo myself.

Can I just swap out the deck as easy as that, or are there
any things I have to consider or do so that the alarm system
and/or the car's ECU don't screw up?

I keep reading conflicting information all over the web...

...Basically put - Is the factory stereo somehow tied to the security
system? And/or is the Radio actually tied to the main ECU of the car?
And do I have to do anything to bypass that if that is the case?