You just pull out the old radio and put the new one in. Most radio's are coded and you'll know if its coded becuase the radio with say LOCK accross the screen once installed. You'll then have to take it to a dealer and pay for them to call it in to get the code to unlock the radio.
you need to pull the dash out and unhook all the wires from the back of the stereo get a aftermarket housing if needed and rehook all the wires and your good to go.
When installing a stock one simply remove the old one, plug the new one up, and install it into the dash. Installing an aftermarket radio require a lot more work.
