Yes you need to replace the door panels, along with the inside trim around the window and the parts for the shade itself.
Manera, please post the instructions if you can. Been looking into this myself because the aftermarket shades are all too small or big and my kid would probably appreciate a better shade. Going to hunt junkyard parts as well.
As for the tint suggestion, it's more a matter of decreasing or diffusing the light rays before they hit my kid's eyes while he's sleeping in the car seat. And i don't want it permanently dark either. Creates an environment for motion sickness when a rear passenger is awake but it's super dark.