swapped my HU out today, really was a piece of p*ss, the black and brown connectors that gomin the back of the standard unit plug straight into the new one, there is a 3rd block with 3 coluors in it, green yellow and red, this is for the cd changer so you won't connect that to anything.
as Skullmunki said you will have to swap over the red and yellow wires or the memory will be wiped every time you take the keys out.
you will also need a facia addaptor as the standard unit is wider than an aftermarket unit, you can get them in halfords etc or fleabay.
if you take the cd changer out you will need an insert to go in the glove box else you left with a big hole, i got mine from the local steeler.