http://www.installdr.com/TechDocs/999301.pdf try reading this first.
this answer did not help at all
Its a pretty complex thing to do .. a Cd changer comes in many shapes. There are many types of CD changers like external cartridge, internal cartridge, carousel, evolution and computer-based changers. You should check out the manual of your car audio system to see if they have given some thing about installing various things.
Try this link for more:
http://www.p-car.com/diy/cdchanger/
Hope this helps.