Heya,
You will need to find the keys that you can remove the cassette player with. you should have them somewhere in the jargon that comes with the car, but if not shoot of down to halfords, and they can get the right ones for you.
Pull out the cassette player using the keys, and separate the wires from the back of the player, but keep them as far out as possible (but dont strain them). you should have a rectangular looking plug with a range of different coloured wires (this is your power/speakers/auto turn on wires) and a circular one (which is your arial)
Now depending upon the make of your new cd player, the existing loom (rectangular plug) may fit into the back of your new cd player, along with the arial, if not however - you need to get down to halfords, or look on ebay (usually very cheap) for a wiring harness, so that the correct wires go in the correct places, and the loom fits. sometines, you may need to get a lenthener to plug onto the end of the arial plug, so that it fits correctly - but without looking im not sure. (see link for what it is. http://cgi.ebay.co.uk/FORD-RADIO-CD-MP3-WIRING-HARNESS-ADAPTOR-SONY-KENWOOD_W0QQitemZ150095469282QQihZ005QQcategoryZ14932QQrdZ1QQcmdZViewItem )
Then its just a case of wiring it all up, fitting the cage so that your nice new cd player stays where it is when your driving and not bouncing and moving around (on the cage you will see triangular pieces of metal which have been cut out, you just bend those in, so that they hold steady against the interior of your car). you may need to get a blank plate to cover the gap, this will just clip into place after you have fitted it all, again try ebay. (i know this one is for a fiesta, but u get the ideal. http://cgi.ebay.co.uk/Ford-Fiesta-Mk-4-Stereo-Fasia-surround_W0QQitemZ130084258553QQihZ003QQcategoryZ108815QQssPageNameZWDVWQQrdZ1QQcmdZViewItem )
If u want any more help, feel free to email chris_doman27@yahoo.co.uk and il be happy to help :-)
Chris Doman
March 2007