You can find new aftermarket CD units for under $100 these days. Their standardized size, combined with a installation kit for your vehicle ($10 or so), will tend to fit the dash opening much better than what you may be wanting to do. But if you do want to install that Saturn radio...
It appears that Saturn changed the wiring harness connector for the radio for year 2000. If you're putting the 2001 radio into a 2000 or up S-Series Saturn, it should plug right in.
If you're putting it into a Saturn that is from 1999 or prior, you will need
2 wiring harnesses. One plugs into the car's connector to allow wiring of aftermarket radios. Example here:
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The other one that you will need plugs into the back of the Saturn radio and provides bare wires to allow it to be wired to any vehicle you like (often called "reverse harnesses"). A 5 minute google search didn't turn up any for your 2001 radio. These are not very common items, because few people put stock radios into cars they weren't made for. Do some web searching and you may eventually come across one. Or, stop by your local car audio shop and they may be able to order one from their harness supplier. Either way, it should be $10 - $15.
When you have the two harnesses, you'll just have to match up the bare wiring and connect them. Then once you have the wiring working, you'll have to fab something to fit the radio in the dash opening. It's unlikely you'll be able to find an install kit to fit that stock radio in a dash opening other than the one it was made for. They're simply not made. While it's easy to secure it with some metal backstrap and screws, it's another thing to make it look decent in that opening.
Heh, actually - I did this whole business to put my '92 Saturn CD player into my '93 Dodge truck. I bought a dodge harness for around $6 from Wal-Mart, and cut the harness which connects to the radio out of my '92 SC (It's a race car, all the wiring's been pulled). Joined them, and popped it into the opening in my Dakota and it fit perfectly with minor plastic trimming. Hey, what the hell - I had it laying around so I put it to use.
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Good luck, Lane [ l a n e @ p a i r . c o m ]