you definitely have to buy the receiver. i did the same thing.. tried to call and get it hooked up but couldn't find anyone to help me. i have a friend that works at a high end car customization shop so went to him and he priced it for me $350
i was told the newer models are easier and most of them you don't have to buy the receiver. i was also told to call an infiniti dealership and give them a VIN and they can tell you what has to be done.
a little plug for anyone in the Rock Hill, SC / Charlotte, NC area and wants to know a good place - they have tinted my windows and ordered a few things for me.. working on making decisions on other stuff (wheels, grill) - they're good guys and i've seen lots of good work come out of the shop
http://www.soundonwheels.net .. ask for Scott