welcome!! just a warning, this forum is primarily for installing computers in cars..
but fortunately, i used to only use pioneer radio's..
you probably need to turn the aux input on in the function menu.
turn the stereo off, and press and hold the F, or function button for 3-5 seconds. it should pop up with screen to change the time(either the hours or minutes will be flashing, i don't remember) cycle through the menu options, and there should be a AUX on/off spot-- it probably says 'OFF' right now.. i think you can change it using the up/down buttons. once it says on, turn the stereo back on, and you should be able to select AUX as a source.