I've never heard of being able to do it yourself, but I could be wrong. However, if you could do it yourself do you think GM would have wasted the time on it?
As far as I know, you need a techII. Swing by your local dealer and pay them the $80 for a tech to do it....well x2 since the stock bose unit will need to be re-learned in the denali.
The older (late 90's) theftlock system could be bypassed, and it also rarely got set-up in the first place.
88 RCLB: LS swap in progress
00 CCLB
03 Yukon Denali: Wife's "soccer mom mobile"