I am looking at that too and I think I remember reading that the factory cd changer will not work with the PIE adapter. You might want to read all of the info about it and the install info. To install it, you remove the factory head unit's wire harness and plug it into the PIE adapter. Then plug the PIE into the head unit. One thing that sucks about it is that it requires a 12V power supply so you would have to splice into one. You should make sure it is inline with the ignition or however you say that. You don't want to have it powered by something that is hot all of the time. PIE might make one that won't render the factory cd changer useless but the one that I saw on the Crutchfield website did. Its worth a little research to make sure you get the right thing.
I would agree with Scot though, just get a new head unit with one or two sets of pre-outs (RCA inputs). They even make some that are iPod ready and you can operate the iPod from the head unit and keep the $400 iPod hidden in the glove box.
