Does anyone know how to use the aux feature on the radio or if it can be used?

We have the radio navigation system with a 6 disc changer in the arm restin our Jetta. We noticed that when we switch to CD there is an aux selection. But we can't find where or if there is an aux plug. Even the dealer isn't sure where it is. We've been told its in the glove box, in the arm rest or under the dash but there is nothing there.

We are thinking that it's part of the CD changer since its in the arm rest and will need to pull it out to find it but I want to make sure before we do major surgery.

Thanks