Car Stereos: replacing 2004 Tahoe factory cd changer, dash unit, factory cd

Question
Have 2004 Tahoe with a 6 CD changer that went down the tube and so I bought a nearly new factory one on ebay.  The dealership says there is a code or something (anti theft thing) that has to be changed in order to put the new one in.  Is this something I can do and where do I find this code or do I have to suck it up and spend $80 bucks to get this done.  Preferably would like to save the $80.

Answer
You may want to try plugging the unit in and powering up before going to the dealership.. the last time I replaced one of these, it worked without the recode because the codes were in the IN-Dash unit, not the changer.
Every other time, I've always had the dealership do that for me.