Unfortunately, your only choice is to get it unlocked at the dealership. Unhooking the battery (again) won't help because that is when the Theftloc is supposed to do its job - when the power is disconnected (i.e. getting ripped out of the dash). I myself would much rather spend the $80 as opposed to getting a new radio. If you install a new radio you will lose your steering wheel radio controls (if equipped) unless you get the $50 box to adapt them to your aftermarket deck. Even then, the aftermarket deck must have a remote control to begin with in order for it to work. It's a covenience I use constantly. If you're going to install the radio yourself and buy your deck locally, keep in mind your radio wiring harness is not one that you can walk into Wal-Mart and buy for $10. You'll have to get it from a place that installs radios. Expect to pay at least $20 for the harness and about the same for the mounting hardware. Unless you are considering adding a full fledged aftermarket system (i.e. subs, amps, aftermarket speakers, etc.), I would pay the $80 and stick with what you have.
If you are a do-it-yourselfer and want to install an aftermarket radio, I would highly suggest ordering your stuff from
www.crutchfield.com . The prices are competitive; especially considering that when you order a deck from them they give you your wiring harness and mounting kit free along with vehicle-specific instructions on how to do the job right. I've ordered from them a few times and had good experience with them every time.