It's not difficult to swap the faceplate. All you need to do is go to Autozone or RS Strauss or something and buy Ford factory radio removal tools. They cost about 6 bucks, and look like two metal U's with little "barbs" on the end, for lack of a better word. Push them into the faceplate, where you see the holes, wait until they click, and then pull the radio out. Disconnect the harnesses, take the new faceplate, push it in until it clicks into position. I don't know about the cd changer though. I've personally never used a Ford changer, because I like having access to my cds. From what I know, though, the changer should have come with wiring harnesses that should plug right into the back of either the faceplate (in which case, you'll have to run the harness under the seat, under the kick panel, under the dash, and into the rear of the faceplate) or into the factory amp that is located in the driver's side rear fenderwell in the trunk. It should be a relatively easy installation. Since the control unit for the stereo is in the trunk, and the only thing located in the inside of the car is the user interface, the changer probably just plugs into the control unit (amp). The faceplate is just the user interface, which tells the control unit what to do.
JR