If it is the same head unit that is in the new mustangs the Aux was there for DVD system type thing. In the mustang I had to buy a PIE adapter (thats the company name). The Pie adapter converts the funky plug on the back of the unit to a regular 1/8 stereo plug. Its not just a matter of converting plug styles.. On the mustang it has to send special signals to the head unit so it knows its there (it even sends what it is.. ours says "PIE" when we hit the aux button).
~Mark