wiring up brand spankin HE

hey guyz (girlz)
Im tryin to install a new sony headunit in my civic (2000 EK) and just want to double check some things. This is my first car and my first audio install so i dont really wanna stuff everything up.
The old headunit has been wired pretty well, but connections arnt soldered and, through the power and earth wires there is black box labelled "Filter and Fuse". Does any one know what this is (filter bit.. i know wat fuse is derr) and should i keep this in the wiring? Also would it be better to rewire the whole thing fresh and solder all the connections or just use the previous connections from stock loom to oldd headunit loom and connect that to new headunit? (bit confusing..) is soldering waste of time?
any help wuld be appreciated thanx.

dont worry got it done... forget this post... :p