The WRX Changer is an in-dash, radio/cd changer/cassette player that replaces the existing radio (newer versions - '04 and newer -may not have the cassette player). As noted above, the "hardest" part is taking the old radio out. It's not hard to do, though. Also, if you use a WRX or other late model OEM Subaru CD/Radio, no additional wiring harness is needed - the car's existing plug simply plugs into the back of the new radio.
As I remember, you first pull out the cupholder above the radio and remove the screw on each side - 2 total). There are two screws in the small cubby hole next to the cigarette lighter/dash power outlet - they are located in the top of the cubby, facing up. For easier access to these two cubby screws and to help pull out the trim, it's recommended to first remove part of the center console - lift the center armrest and you will see two screws right behind the parking brake. Unscrew them, place the car in neutral and simply pull the center of the console piece straght up - it snaps out easily. Remove the trim piece (unplugging the lighter/power outlet as you go). Unscrew the six screws holding in the radio, and pull the radio out (it will be attached to the larger storage pocket just beneath it). Unplug the antenna lead and power plug. If you use a WRX changer, the existing power plug fits right in, with no other harness needed. You re-use the mounting brackets from the original radio, which fit on each side of the WRX radio / CD changer. You do not re-use the large storage pocket, since the double-din WRX radio fits the whole space, previously taken up by the stock radio and large storage pocket.
Hope this helps.