You mean installing a CD head unit? It's very easy, I just did it with mine. I chose the JVC AR960 because of it's spec's and it sort of matches the rest of the dash, no shiny chrome stuff. Its a great stereo/CD/MP3/SD player for about $200. There's a couple of dealers on Ebay, find one that provides the harness adapter and antenna adapter with the radio, you'll need both. If not, any stereo shop will have them.
You can adjust the screen color to any color, I flip between blue (daytime) and red (nighttime...)....
E36 stereo pin outs....
Mike