You'll have to take out pretty much the entire center console to do it. You need to take out the armrest section to get the piece around the shifter off. You need to get the piece around the shifter off to get to the cupholder. You don't need to take the cupholder out but you need to access it because the cd player will be held in by screws on the sides. It might seem like a lot but it's actually very easy, just look for the screws on the sides and pull it out.
To get to the back of the radio you can do it by pulling out the climate control or from underneath by removing the panel with the cigarette lighter outlet. I'm not sure which would be easier. There are screws behind the hazard and rear defroster switches if you want to remove the climate control. If you want to go underneath you'd have to pull back the piece under the steering column and I believe remove the glove box to get that center panel off. I don't remember every step exactly without looking at it but it's pretty self explanatory when you get in there. You'll have to pull a lot apart but it's all pretty easy.