How to connect wires on sony CD player to Acura MDX?

A wiring harness will solve your problems, so you won't splice existing wires.
http://www.crutchfield.com/p_120701721/Honda-Acura-Suzuki-Receiver-Wire-Harness.html
Walmart should have one for your vehicle.

just buy a wire harness for honda. Metra and Scosche make them. U can look it up on their website or search amazon. if u see teh website at least u can get the exact model No. to be sure teh vendor is selling u teh right one.
OR get the color codes for all the wires. Here, join this club ASAP. Priceless resource for us Acura owners, and I get help for my honda as well.

acurazine.net

If the defunct factory stereo has already been removed from the car you will need to purchase an aftermarket plug/socket adapter kit that matches the plug housing on the vehicles wiring harness (the part that the old stereo was plugged in to) and that also matches the plug/s on the new CD player's wiring harness.