You really need a new head unit 1st. Problem with the origional unit is that it doesnt have any rca connections (these allow you to run an amp). You can get a splitter (which I think is called an rca splitter) and what that does is turn your rear speaker wires into rca feeds for the amp, however, this option sounds crap and isnt worth doing.
Even if u go for a bottom of the range head unit for around £150 you will be able to run an amp from them. All you do is run a power cable from the battery (fused as close to the battery as possible) to the amp, run the rca cables from the head unit (making sure they dont come close to the live cos it causes interference) and then eath your amp.
For best results I have found buying something like a Vibe Sub with active amp (IE sub has an amp attatched to it) sounds better. A sub in a box that has been designed for it with an amp specifically designed for it will always sound very good.
o give you an idea of how much I have spent here is a rough breakdown:
1.) Head unit - Kenwood KDC-M9021 4x50watt mp3 player - £350
2.) Vibe sub, 10" with active amp - £180
3.) Amp wiring kit - £30 (these come with everything you need and some have niice diagrams for beginners!)
Changing the origional head unit will bolster the sound from your components, the sub will make probably the biggest difference, but will only sound good if ran off an aftermarket head unit. Trust me, for as little as £350 all in you can have superb sounds for little effort. Its arguable that better sounds mean sa better drive, cos you cant always be booting it when stuck in traffic, but a nice system int he car means you can be trudging along at 30mph and still enjoying the drive!