There is two ways with these head units.
Yellow molex-for a simple aux in with a 3.5 jack plug for your mp3 player ect. [you can get these on ebay as a made up lead]
blue molex- normally used for a cd changer, but you can buy a box of tricks that simulates the cd changer.
On this box is a sd card slot,usb connection [memory stick] and a 3.5 socket.
Box again on ebay, ''yatour'' about £50.
To get the yellow molex connection to work press the cd button twice.
The blue molex connection is automatic,ie you won't be able to play cd's in the head unit,but i'm working on a way to do this with a simple switch on the dash.
If you need any more help email me.
Luigi