the pistol

Just a couple questions. I have a 99 protege and will remove the stock radio soon. I bought the Scosche stereo connector MA02B. The package says not to use with a factory amplified setup. Is the 99 Protege a factory amplified setup? I looked at the connnections at the back and there is a thick black wire labeled amp that connects to a metal tab on the stock radio. Does this attach anywhere to an aftermarket HU. I have a SONY CDX-4250. There is a warning in the instructions not to connect active speakers (with built-in amplifiers) to the speaker terminals.

Do I need to be concerned with this or can i wire it in and go?

Some assistance would be greatly appreciated.