You have 2 options...
1 - Use the full kit and fit alongside the existing CD changer. This is a little fiddly in pre-2006 cars as the right hand side of the glovebox is shorter. Dropping the glovebox takes 10 minutes, just watch out for the screws on the side of the dash, and careful taking the trim strip off above as this is easy to break.
2 - Take the CD Changer out, and slot the AMI in its place. This is what I did.. if I need to do an MMI update, then I can pop it back in (or if selling the car) as given taht I have a 250Gb HDD in there, I no longer need CDs.
Now that you've bought it, you'll probably end up finding a car that has one already