Yes and no. If the electrical connections on the unit being removed are identical to those of the new CD player – then the hardest part is getting the old unit out. This normally requires a specialist tool, although two narrow blade screwdrivers might do the trick.
You then need to swap the electrical connections from the old unit to the new player.
But things get tricky if you need an adapter for the electrical connections (which is more likely than not). A good in-car-audio outlet should be able to advise on the compatibility of a given CD player with your vehicle (and supply the correct adapter if required).
I guess that is why Halfords is charging £30.