This is something you can do at home, and usually, if you just look around online (Yahoo, Google, etc) you can find the right stuff on exactly how to do what it is. If it needs an unlock code, this can even be found in your car's manual, more often than not. But if none of that works, and you can't solve your problem...don't go to the dealership. It's a waste of money. First, take it to a privately-owned shop and get an estimate.
If it's over $200, then go and buy an aftermarket head unit. It will perform just as well as, if not better than your factory head unit. Unless you have the Monsoon system...
To the guy below me: Serious warranties on these cars, unfortunately, didn't start until 2007. That's why all of GM's cars that are '04 to '06 can be bought dirt cheap. If you look at auto sales, you'll see there's quite a big difference in price (Almost four thousand dollars on average) in the value of an '06 Cobalt SS versus an '07.