I bought this unit used and all it came with was the head unit, the metal sleeve, and the wiring. What else do I need to install it in my 2003 Mustang? I don't know how to get it to set secure in the slot.

You need the GPS antenna, and the screws that hold the avic to the cage. You basically just pull the stock radio out, mount the cage in the spot, push the tabs out, then push the avic in and screw it to the cage.

you shouldn't even need the cage or screws(little screws that hold the radio into cage) you just need the dash kit and the radio will screw into the dash kit with the ISO screw, you will also, of course, need the proper ford wire harness and GPS antenna