>I
>wonder if I can upgrade the audio system by purchasing/installing a
>commercial system (such as Alpine etc...) without losing the anti-theft?


I also have a 2003 CR-V EX.
I was concerned about the same thing,
so I upgraded the audio by adding the Honda subwoofer sold by dealers.
The difference is dramatic, the system sounds so good, and I didn't have to
disrupt the original equipment. Also, it's all under Honda warranty.

I found the OEM
subwoofer discounted on the Internet,
and had my local Honda dealer install it.
It was well worth the money.