How would I go about replacing the dashboard component of my car's stereo system?

I have a 1995 Saturn SC1 coupe.
I don’t exactly know the correct term for what I want to replace – it’s the actual interface of the stereo system that is in the dashboard, not the speakers itself. Right now, I can only play the radio in my car (and there is a broken tape deck). I want to buy something like this and use it so that I can listen to CDs and plug my iPod into an auxiliary jack. Can I do this? Where would I find information on how to do this?