I didn't try mine myself. I had the provider put it in for me. I've since had it taken out when I changed providers that did not offer Nokia phones. Here is a site I found when I was looking to get one and deciding whether or not to install it myself...
It is very detailed and has more information than you'll probably need, but it might help you. It is an Audi install and has more features than our cars provide.
All you should have to connect to the car is the power cable which I understand has several connections. Also if your car is equipped with a mute feature on the radio you can also connect this so when you receive a call it will automatically mute the radio. Depending on your mount for the cradle itself and the handset you might want to check out Pro-Fit for a quality mount for your phone. Make sure you order the extension. You'll need it for the handset and cradle to fit on one peice. If possible I recommend the provider of your service install it. if you have all the necessary parts and they provide your service it is usually free install or a minumum charge, say $20.00.