I believe that most of the time, the connector that is attached to the car's wiring harness will be different to the connector that may come with any aftermarket radio. Normally, you would have to purchase a connector that is compatible with the make and model of the car, and then splice the CD/radio wiring to that compatible connector. You may have an easier time with this, as your car is newer - on my 1991, I was unable to find an appropriate connector, and ended up having to insert the CD/radio wires directly into the connector attached to the car's harness. Each of the wires should have writing on them, advising what they are for (memory, 12v, speakers, etc). Recently poster ranger88den posted the FSM wiring colors, if you search for it, but this may be different for your 2002 Vitara..
'91 Tracker 8V, 1.6L, 5 sp, 4wd, 2dr, conv, CAMI, 'slightly' rusty
'97 Suzuki Vitara 8v, 1.6L 5 sp, 4wd, 2dr, tintop, horribly purple
'61 NSU Quickly - 150mpg