Hey there Bogey. I just recently installed an aftermarket stereo in my ranger because i, like you, wanted the aux port so i could play whatever i wanted without the cost of burning cds. From start to finish, this is what I did, and it came out perfectly for me.
First you have a choice whether you want the thing to look nice or just function.
If you want the radio to look like it was meant to be in your dash, you are going to need to purchase a plastic dash install kit. All it does is fill the space below your radio since the old one and the new one are not going to be the same size. (I Googled your new radio and the stock radio setup of your car, and yes, you will need one, but trust me it's worth it. Your car won't look ghetto when you're finished) Don't be discouraged, they are usually less than ten dollars. I did some price shopping when I was looking for mine and by far Wal-Mart was the best deal. Other places charge around twenty dollars for this piece of plastic. Go to the automotive section and tell them what you need and they will look up the exact one for you. For your vehicle, the Kit should look like this
Step two.
The reason you are having trouble finding the wire connections is because the connections aren't there. When you buy a car, more often than not, and almost always when it comes to GM vehicles, the wiring for the radio that comes in the car is not going to be the same layout as a newer, "aftermarket" radio, such as the one you bought. What you need is called a "wiring harness", which is simply an adapter that allows you to adapt the existing wiring from the old radio to correspond with your new radio. It should look like this:
The pack is also relatively inexpensive, usually five or six bucks. The radio you bought should have come with something that looks similar and goes into the back of the radio. (The bare wire ends are called leads, for future reference) Since you took out your old radio you should have had to unplug a minimum of two things, one being a single black cord, and the other one (or two) that you unplugged had multiple wires connecting to the plastic plug. Simply connect the wires to the corresponding wires on the other harness, being careful to note that there will be wires that look the same, such as two blue wires, but upon closer inspection you will see that one is solid blue and another will be blue with a white stripe or a black stripe. Don't get them mixed up. There is a good chance that once you have matched all the wires up that you will have extra, unmatched leads. Use a wire nut to cap these off so you don't short out something. Also, all of the wires you connected should be finished off with wire nuts as well. You're finished. Read the instructions that will come with your Dash Install Kit (DIN, for short) and mount the radio in it. The DIN should simply snap into place in your car, but may require a couple of screws, this once again depends on your car. Don't forget to connect that single black cable into the rear of your new radio as well and you're good to go.
Some helpful tips:
It would be a wise idea to go to a car audio store and buy a better quality wire harness than the one that you would find at wal-mart, because higher quality ones won't fall apart over time. Cheaper ones will sometimes have the wires come off of the plug, which requires you to take apart your dash again to fix it.
UNPLUG YOUR BATTERY BEFORE YOU START, because while your car may not be on, nor your keys even in the ignition, there are wires that always have current running through them, and people get shocked all the time.
Plug your battery back in and test your radio before you fully mount it into the dash to make sure it works before you finish the project.
Sorry for the long answer but I wanted to make it easy for you. By doing this yourself you are saving yourself a good chunk of money by not paying some place to install it for you.
Installing an Aftermarket Stereo Player 
Linear Mode
