First of all,
STOP!!! You've probably blown your radio circuit already, but in the off-chance you haven't, don't proceed until you've read the instructions. You'll probably need new fuses, though.
You
can get an 05 cluster to work in an '02, but it's certainly not as easy as swapping an '04 STI cluster. I swapped an '04 cluster in, and you just have to clip one wire to prevent shorting out the radio circuit, but the rest is plug and play. Your best bet is to sell the '05 cluster and find an '04 cluster, then everything is very easy, the shift buzzer/light works great, etc.
For an 05 cluster into a bugeye, see this thread. You have some mod work ahead, and even then your ABS light is now reverse logic, that is, the warning light will be ON all the time, and if it fails, your the light will turn OFF. The shift buzzer will never work properly, but the light will.
http://www.clubwrx.net/forums/interior-mods/158588-05-sti-cluster-into-any-pre-05-wrx.html