What is the connector part i need to replace my car stereo in my 2005 cobalt? Its a special connector?

I have a 2005 Chevrolet Cobalt, and i am replacing the stereo deck with a deck from future shop. But, because my car is a 2005 all of the wiring is done through the radio, for all my dash lights and everything. Apparently there is a connector that I need to get that is different from just a standard one, and is about 200 to buy through future shop. I was going to ebay is but I'm not sure what exactly it is that I am looking for, can anyone help me?