Do I just burn it to a cd and insert it in the head unit or do I need to do something special to install the new firmware?
No, I don't think the update starts automatically like that. You would have to press some buttons before the device powers up. A print with instructions shoudl come with the CD but this does not help here. I've seen the instructions posted before, you might find it for an earlier release or with a little help from google.
Just push buttons 1,3,8 at the same time and system will ask you to insert update CD.
Is it different for different head units? I found these instructions from another forum but it was not clear which head unit they were intended for:
"Its a CD which you place into the drive with the unit turned off. You then press * and # and turn the unit on."