What do you want, the head unit or the CD changer?
The head unit is easy.
If you have a colunm shifter, put the key in and shift to 1 (put the parking brake first). Look in where the speedo is, and there should be 2 screws (10 mm, IIRC). Take those out. Carefully pull the whole console out (it'll be the whole thing going from the headlight switch to the radio and AC.) Disconnect the electrical connectors along the way (one for the headlight switch, one for dimmer, one for motorized pedals, one for 4x4, one for the the computer buttons.) The radio is held by a couple screws (same size as the one from dash.) Disconnect all the connectors from the back of the head unit.
I can post pictures and the actual steps if you want, tomorrow. That ^ was just off the top of my head.