I have a 2000 VW Jetta with the Monsoon system. Not sure how much this differs from the non-Monsoon, but here's how it went...

Originally I wanted to using the CD Changer input by putting a CD Changer in, and splicing into the audio inputs, running the CD changer outputs into the AUX IN on the Empeg. Then I decided this was silly, the empeg is replacing a changer like this, and for $300 I'd rather have a CD in dash.

With no hope of modifying the stock deck, I decided to buy a new head unit. It turns out the decks use "almost" standard ISO connectors, and a new Blaupunkt Nevada (in-dash CD) plugged right in with only a couple of wire swaps on the power connector. The speaker level outs run to the amp in the trunk. The empeg plugs into the aux in on the Nevada.

The great news is that the sound system in remarkably improved. The Monsoon amp and speakers actually sound really great, the stereo imaging is perfect. With the Nevada I have 2 channels of parametric EQ so I was able to boost 40Hz and 1000Hz to feel some bass and emphasize the midrange and am I am very happy. And the Nevada has a blue display and matches everything inside quite nicely.

I got ripped because I bought the deck at a stereo shop, but you can get them from crutchfield for $230 plus $13 for the line-in adapter.