To remove the stock radio system, there are 4 little holes on the front (2 on each side). These are little slide locks. There is a little tool you can use to depress these locks and then slide the stock system out. I'm sure you can improvise here and not use the "special" tool and just use something a little more unrefined, but someone else may be able to chime in on that.
Once it's out, you just get the Ford plug adapter which converts the stock plug to one that plugs directly into the CD player plug, and a dash kit.
There are hundreds of places online to buy the dash kit and the plug, one that I will reference is Crutchfield. A good dash kit to buy is "Metro" (which I believe Best Buy uses and sells). It's a vehicle specific kit, made especially for the vehicle you're installing. I would stay away from the universal kits...they are the same price as the vehicle specific kits, and are better suited for vehicles that specific kits are not made for.
All-in-all...expect to spend about $25-$30 on the plug adapter and the dash kit. It's really not a hard install...