Okay guys you'll need a harness for your hookups. They cost roughly $5-$10 and there specific to the make of your vehicle. You plug the wireplugs that went into your stereo into the harness and on the other side of the harness are colour coated wires with the diagram. Just connect these to the cd deck (eg. power antenna->power antenna,Groud->Ground,Duh!!) and your good to go. Oh and i forgot you will probably need a mounting bracket to fit the cd player snugly in place. You can get these at any parts store.
Hope it helps.