How to use AUX (stock sound system) in Chevy '99 Lumina?

I have a Chevrolet lumina, 1999 model.
I noticed the stock stereo system had a AUX button, but no AUX input plug. I just want to connect my Mp3 player into it and listen to
music through there.
Is this hard to do? What steps should I follow?
Thank you very much.
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My guess is if you don't see a port on the face of the stereo, there isn't one at all. Like most electronics manufacturers, it is cheaper to leave the buttons on even for optional equipment than to take them off. So you probably have a button that doesn't do anything unless you have the upgraded model of the stereo that includes the AUX input hardware. I've only seen aftermarket head units that have AUX inputs on the back. Stock stereos weren't intended to be removed ever unless they're being replaced, so putting an input on the back for future use wouldn't make much sense. I don't have any experience specifically with your stereo, but I do with lots of GM / Delco stereos.
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I agree that I've not seen GM systems with inputs intended to be made behind the bezel, but I disagree about extra buttons. I can't think of a GM factory system, or any other that had extra buttons. Generally, the CD/AUX in a GM interfaces to either a single CD built right into the dash, or a changer - both intended to be factory options. There is some information fragmented around the web on how to interface other devices to this, but I didn't see anything consolidated. The OP is going to need to search the web and put together the info he needs.
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-Mike-
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Mike Marlow wrote:

On the Gm units the Aux. button had a couple uses. If you had the optional changer it selected it, or if you had the remote mounted tape deck (like the 02 Blazer we have) it selects that. You have to buy an aftermarket box that will connect to the data buss connection on the back AND have a dealer program the stereo so the button will activate the new box. Then you will have an aux. line level input.
http://www.discountcarstereo.com/default.aspx http://www.oemautosound.com/default.aspx
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