Audio Systems: simple wiring, wire colors, pioneer stereo

Question
I am installing a pioneer deh-p3700mp cd player in a 2003 blazer. I bought a wiring harness adapter also but I would like to be sure of how to wire the adapter to the cd player.

Answer
well the adapter you bought should plug onto the blazer's plug and give you a bunch of wires. your new pioneer stereo should have a bunch of wires as well.  they usually do a good job of matching these wire colors so you may just be able to connect the colors to eachother but it's better if you can find a document on what color is what.  
as for connecting them to eachother, just strip about 1/2" off the ends of the wires you are going to use and connect them by twisting a wire nut on them (orange ones from homedepot)
if you cant find out what wire is what and dont want to chance just connecting them, I sugest you get a meter and test for the power wires at least since getting them in the wrong place can damage the unit.  If you need help with this let me know.