I am in the same boat!
We've just got a 2010 500C 1.2 lounge, it has the blue and me usb/aux socket by the cup holders. The USB socket is charging (haven't testing it for music yet) but I have tried playing music on my phone through the aux socket and can't get it to play through the stereo. There is no 'media/aux' button on the head unit and I have tried pressing 'CD' twice as advised on another thread.
Anyone have any info? Seems strange that a socket would be fitted but there would be no 'aux' channel on the stereo...