You should. Heck, make sure it doesn't have a changer in it!
I have a friend with a MkIV Jetta, drove it for a year or so, and always complained about it only having a tape deck. One day he was bragging about the first aid kits that VW would tuck in the inside wall of the rear fender, and when he opened the panel to show it off, Ta-dah!!, cd changer... I almost peed laughing at him...