It sounds like you need to make yourself a 3 way harness, similar to what I descibed recently for my Golf. (Look down the topic list.)

It's fairly easy if you're comfortable with a soldering iron. Make sure you buy some heatshrink tubing and slip some on before each splice. You can get it at RatShack if you don't have a better source.

Of the 6 wires on the empeg harness, you will only need to connect 4. You will need constant 12V , ignition, ground and dimmer. (yellow, orange, black and white respectively), and you need to splice them into the correct wires on you current factory->cd harness. ***Make sure you check the color coding on that harness***. Do not assume that it is the same scheme as the empeg...

I don't think that you need the green (telephone mute), as the mute should be handled by your current HU (although it *probably* would be ok to connect it.

You want to ensure that you do not connect the blue (remote amp turn on) to the current harness. If your current HU was on and your empeg was off, then one of these wires will be at 12V and the other at 0V, so joining them together is a Bad Thing(tm).

And remember to insulate the ends of the unconnected wires