I used the RCA adapter for my Pioneer, as I mention above. Installation involves pulling the headunit, plugging in the adapter, and running the RCA cable to wherever your mp3 player will normally go. I think it took me all of 10-15 minutes. For my head unit, the connector is on the back near where the car antenna plugs in, but you'll have to consult the manual for your player to know where your's would be.
