My understanding is it is pretty easy, and something I'm going to do soon.
Most of our Z's have probably had the factory stereo replaced, and if so, then an adapter was needed. One that looks like this...
That adapter is right behind your head unit. So you will need to remove the bezel, and pull out your head unit.
http://s95014253.onlinehome.us/63104/165554.html
Then if you want to delete the outside antenna, you just need to unplug the adapter where the two prong connection is and turn it 180 degrees. That should have it work off the window antenna.
I've heard reception with the window only antenna is pretty bad. Just FYI.
I'm planning on trying to use both antenna's (I've replaced my broken power antenna w/ a stubby antenna and it is pretty weak), so what I'm going to do is run some copper wire between the two male prongs and then plug it back in. I've seen some pics of that, but can't seem to find them now. But it is pretty self evident.