I've done it with a Jetta... put it in the cubby above the stereo, but I also put a new MP3-playing stereo in there too and added back-shelf speakers.
Not sure about the Monsoon system. I've heard there's an embedded amp in the trunk or under the passenger seat or something. I know in the Jetta the speakers are all on their own plug that comes out of the back of the stereo as 4 twisted pairs of wires. Presumably you'd just cut into those and loop them through the EQ. My stereo has line-outs, so I just loop those to the line-in's on the equalizer.
My EQ is a (cheap) Pyramid 705CD:
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People often deride Pyramid, but I can't complain. I've had it for 5 years and it does its job. It has line and speaker level inputs, a front jack for external input, VU meter that, despite looking like eye-candy, is actually a pretty good indicator of whether you're overdriving the inputs, fader, internal volume control (good if you've got a mix of EQ'd and non-EQ'd speakers and you want to balance their output levels), and it's full-height, so it fits nicely in the radio-cubby (I cut the front trim from the rest of the cubby insert and it makes a near-perfect fit "collar" for the equalizer, so it looks great in the dash.) Only thing is I have to turn on both the radio and the equalizer when I want to listen to something and remember to turn them both off again afterward. I suppose I could have done something fancy with the radio's "power antenna" lead and a relay, but frankly I'm just too lazy. It also lets me just turn on the equalizer when I am plugging in an external source. The speaker-in's also loop through to the speaker-outs when the power switch is in the "off" position, if you need that function.
...Sean.