When taking out the old hazard switch, you probably broke one of the metal spring clips on the side. Just replace it with the new one, it should slide right in and be secure.

As to the radio, sounds like it is a replacement if the dealer supplied code doesn't work. Often times, the code is written on top of the aluminum radio box. To check, push the plastic tabs (vertical plastic bars on either side of the radio face) and then pull the tabs out of the radio box. Keep pulling to release the radio and pull it out most of the way. Look for a hand written 4 numbers on top of the box. No need to unplug the radio! Turn the key to position I, turn the radio on and try entering the numbers on the station pre-select buttons. After the last number, wait for a few seconds. If the code is correct, the radio will start working.

If you enter an invalid number 3 times, the radio will display a message and remain off. Then radio must remain 'on' for 2 hours before it displays 'code' again.
--
Keeping it running is better than buying new