In my keyless entry kit, the box that picked up the remote signal acted as relay(s) as well. So I didn't need to add any separate relays. I then added remote start later, which used those remotes instead, and the lock/unlock wires from the remote start were then wired into the keyless entry box.
From the instructions:
CSP - SecurityPlus? SP-101
It looks like you'll need relays, on page 6. The picture may look a little daunting, but doesn't look that bad to me, even though I've only really used 1 stand alone relay before. (I have put in 3 remote starts, countless stereos, etc.) Pins 86 and 87 on both relays get constant power. Just splice into a constant power wire under the dash. 85's get either the green or blue wire from the alarm. And the 30's then run to the corresponding lock or unlock wire on the actuators. And 87A's are just a ground.
Here's the wires:
2005 Chevrolet Aveo Auto Alarm Wiring Guide
And a pictorial might help (more for remote start, but may help you with power, horn, etc):
2005-06 chevrolet aveo remote start pictorial