Yes if you have a 2004+ (well last half of 2003+) model then you will have a newer cubby that has a more complicated mechanism for the door that will make fitting a screen a pain.. the 2003 cubby had a simpler door mechanism and was in fact composed of 2 main parts - the back part can be taken off the 2003 cubby and the screen fitted easilly into it..
to make the screen fit into the 2004+ cubby you would have to cut away a large part of the cubby (ie just behind the front plate of it) and mount the screen to the front, then fabricate a bracket to attach to the screen housing that would in turn attach to the door mechanism..
of course an alternative would be to do away with the cubby and fabricate (or have a shop fabricate) a custom housing for the space that the cubby now occupies to hold the screen.. although I think this would be more expensive and harder myself (especially if it was to incorporate a covering door, which is a good plan for security reasons in my view)..