Unless you have B&M using the aux won't be possible. The aux socket (3.5mm jack) is by the front cup holders in the 500 with B&M next to a Microsoft logoed slide and the power socket. (This does not come standard in the 'pop' trim)
The 3.5mm jack is only fitted to more recent cars with B&M.
The earlier cars with B&M only have the usb socket.
In this case (one of the first non B&M cars), the only option is to patch into the back of the radio, which may or may not even be possible. IIRC some radios were made specially for FIAT & had the aux pins at the back blanked off. The radio software wasn't changed, so they still had an <aux> setting in the menu even though there was no possible way of connecting to it.
So the OP will need to take out the radio, establish there are accessible aux pins, find or make a suitable lead, & then hack the lead into the passenger compartment. A quick search suggests a few technically-minded folks got this to work, but still had issues with volume mismatch. Some cables bought off ebay worked, some didn't, and it all seems a bit hit-or-miss.
My advice to the OP is to burn some music onto CD in mp3 format - the radio can play mp3 CD's - that way, you'll be able to get a reasonable amount of music onto a single CD. The other alternative is an FM transmitter, though the quality of these can be variable.
Perhaps someone who's actually done this will be along in a minute.
