My friend bought the www.mp3yourcar.com adapter for his 03 protege and we are having some trouble getting the radio out - any suggestions?

 

You need the ford radio removal tools. Or you can bend some up out of coat hanger.
Pull off the rectangulat bits at the very ends of the radio. Then You should see two holes on each side.
In there there are clips that hold the radio on. You take the removal tools and jam them in there.pushing the clips out ( to the side) then pull out.

EDIt
http://www.msprotege.com/vbb222/show...=removal+tools