offers removal instructions for the Chevy Avalanche stereo for $5. From the picture on the front page, it looks like the changer problem is not uncommon.
More generally, to remove a car stereo, you have to pry the bezel, around the faceplate, free. This requires some finesse, and you can break it if you aren't careful. Once you've exposed the stereo, there should be four screws that you can undo, then pull the stereo out. There will be a wiring harness in back and an antenna cable that you will have to unplug, once you can reach behind it. As for freeing the CDs, you might have to disassemble the whole head unit, which I understand is a double-DIN unit. Or you might be able to reset it by hooking it up to a 12 volt power supply and messing around with the settings.
About a year ago, my 2004 Chevy Avalanche 6-CD changer / player quit allowing me to change CD's. It has 6 of my favorites in there - and won't play them or return them. Message reads "no discs". How can I get them out, or what do I have to do in order to take the whole player out?