How to install a car stereo on your own?

I have an '05 Ford Focus ZX4, and I want to replace my useless default radio unit, and install a new one that I got from my friend, a Pioneer DEH-150MP. Now keep in my mind that i'm not that great with cars and don't have much experience. Appreciate the help!

Go online and search How to's or search in Youtube.
Search for instruction manuals.
You'll might also need a dash install kit and a harness adaptor.

It's not the best video, but it does show how simple the process is to remove it.
Pop the shroud and remove 4 fasteners.

After you get the old one out you'll need a dash installation kit for the new unit. The stock is double din, but you can install a single din if you prefer -- just get the right kit.
Typically you'd fit the new unit to the dash kit, then do your wiring, then bolt the kit along with the unit back in place.
You'll need a wiring harness. This will plug into the harness that you disconnected from the stock radio, and give you labeled wires to connect to the new head unit.
It's usually easiest to take the harness from the new unit and the wiring harness you purchase separately and do your wiring outside the car -- a work bench maybe. The new head unit should have a removable wiring harness. Then when you're ready to mount everything up you just plug in each end and you're done. Don't forget about the antenna plug.

The quickest and easiest way to make good connections is with crimp caps (http://www.walmart.com/ip/28829754?wmlspartner=wlpa&adid=22222222227000000000&wl0=&wl1=g&wl2=c&wl3=41833582510&wl4=&wl5=pla&wl6=19880599990&veh=sem). You'll want a basic set of electrical pliers as well. You'll use them to strip the insulation off the wires (1/4" - 1/2") then the wires are twisted together and the crimp cap is crushed around the wire (again, using the wire pliers) to make a secure connection.