If you are not getting a AUX option and if your set has a AUX in option in the front panel, then the most possicle cause is that the AUX option in the settings is turned to "OFF"
Press and hold the Volume know to get into the settings menu
Keep clicking the volune knob to move around different options in the settings
Stop at Front Aux or A OFF and turn the know like how you adjust volume to turn it to "ON" press the knob again to save the settign and move to next option in the menu
Now press and hold the knob to exit the setting menu
Now you will be able to toggle between "AUX" , "CD Player" AND "Tuner" with the Source button on your set
Or you may direct hit the Aux by pressing the AUX on the remote control
Hope it helped
-Agni Sharman
Sharman's Cab Company, Chennai, India
www.agnisharman.com