Yes the radiator does have to be changed, that's why it's important to buy the whole kit, preferably still connected together - I'm told it's possible! Although installation would be an entirely different story, you'd have to get it degassed and then dismantle it.
There are plenty of people out there who can gas/degass your system for under £100. I just had mine done for £68 by a mobile engineer.
The guy I spoke to was quoting £250 to install it so it can't be too difficult. I was willing to give it a go before I found a car with it already fitted.
Reading other forums it seems more popular job to strip out a dead system than install a new one.