Well bought an e46 320D and the if i put discs in the cd changer in the boot it just reads NO DISCS anyone else have this problem or know whats wrong?

Hello, I recently bought a 06 520D E60. It just has the normal cd player. I've been looking around and found some CD changes for sale from the same model, and it includes the connection cable. How easy or difficult is it to install this - I take it, it is installed into the boot somewhere...