Right guys, 3 things to do here:
1) is your head unit / stereo compatible with stalk controls? Google it and you should see. It may be called 'remote' or 'stalk adaptor'. I literally yesterday bought a new kenwood unit as my Sony wasn't..
2) search for this part number on eBay and buy one (£30ish) : CTSRN007 (2009 onwards) or CTSRN005 (2005 till 2009), get the one that's suits your cars year. This lead is designed for a Renault Clio so should slot straight in behind your stereo (refer to the thread on how to remove your glove box first).
3) finally you need a little lead called a "patch lead". This lead MUST be compatible with your stereo brand. Again head for eBay and search for the following part number (£4.00) : CTSONYLEAD. This little thing plugs into your lead as mentioned in point 2 above on one side and plugs into your stereo or stereo wiring harness (depends on brand) on the other side.
Assuming all that makes sense, you'll be up and running by the end of the week. I use an iPhone for my music and paying £150 for a fully compatible stereo and leads far outweighs being caught using the phone whilst driving. I know the above works as its exactly what I've just done and it works like a dream.
Don't be nervous with it, it's really easy to wire up. Each wire will only go in one place so you can't really go wrong to be honest although there's always someone with a horror story.
If you get stuck, let me know and I'll try help out further.