Yes, you do have a separate volvo amp. It is mounted under the steering column, and connected to the radio via a round din style connector. It (the amp) powers 4 of the speakers (door and rear lid, I believe), and the cr-814 powers 2 (dash).

Another option for a cd player is an alpine m-bus changer. Your existing radio will control it via an adapter (vol-alp) that plugs into a mini-din connector on the back of the radio. The changer (6 disk) will slide right into the glove box.

If you decide to replace the volvo amp, it can be easily done with a patch cable. The speakers output from the amp is via a rectangular connector on the amp. With a little fiddling (or wire diagram) you could easily find wich wires go to which speakers and patch them directly to the new radio. There may be an aftermarket connector available for that very purpose..