You've just got your Saxo so I'm "assuming" you do have a standard headunit? If so...
Remove the plastic fascia that goes around the headunit.
Put the two pins in each each side and push in. By pushing the pins in will/should release the catch.
Pull the headunit out gently and wiggle it around if necessary. Pull it out enough so that you're able to get to the wires behind. Basically pull out what goes into the back and then rest them on the bottom of the headunit gap so that you can pick them and re-connect them to the new.
Once all the wires have been re-connected, push the new headunit back in making sure the wires at the back are pushed/pulled out of the way to get a flush fit. Put your hand up behind the headunit from the passenger side footwell if need be.
Put the fascia (that came with the new headunit) on and clip into position.
Voila!
Btw, some headunits work differently. You "might" find that some re-wiring/connecting is needed so that all your pre-set radio stations are stored. If you don't fancy re-wiring, you can buy a connector block from Halfrauds for around £15. This block will make sure the connections from the new headunit match up with what's existing. This would then save your pre-set stations and will also make the unit light up when the car lights are turned on.