If your Kenwood has AUX-in connectors (or a CD-controller connection that there exists an adapter for that will give you AUX-in) you can connect the outputs from the empeg to those. Then you pick tunes, equalize etc on the empeg but change volume on the Kenwood. You're essentially using the Kenwood headunits internal amplifier as the amplifier for the empeg.
The other way is to connect the Kenwoods low level out (if it has any, otherwise use a high-to-low level converter giving you low level outputs from the speaker outputs on the Kenwood) to the empegs AUX-in. Then you have to have an amplifier to which you connect the empegs output. The amp also needs a power (12V) line, the more powerful the amp the thicker wire you need here...
http://www.installdr.com is a often mentioned good site to start learning about car audio, another is
http://www.eatel.net/~amptech/elecdisc/caraudio.htm
/Michael