Barry:
It gets really involved. You are right though, the radio needs to come out to do the job.
It involves removing the entire facia around the radio (everything from the center vents to the ash tray, that whole trim panel.
You need to pull up the cover around the shifter assembly, then you can remove the ash tray assembly (not the ash insert, the whole thing, there are hidden "clips" that hold it down. There are then a couple wire clips under the upper fascia which are undone.
Then, there are hidden clips in the center vents. There are a pair of them, a set to allow them to roate all the way up, and a seperate set for down. They are rotated UP first, then there are 2 Torx screws which are loosened Then they are rotated DOWN, and there are a few more clips which need to be pryed down, while using a dash hook to pull out on the fascia. This is done on both sides simultaniously, and no, I'm not kidding. Then the fascia is loose, the wire connections can be released and the panel set aside. The screws holding the radio to the dash can then be unscrewed and the radio removed.
With the CD changer, you should also have a fiber optics link. Which one you have depends on if you have the BOSE sound system or not. The electrical connection is a 3 wire connection and is found behind the radio someplace, usually it's quite buried.

Gilly