Press MENU to select the SETUP mode.

Press << or >> to select the desired SETUP

CLOCK ↔ FM TUNER SET ↔ DIMMER ↔ SUBWOOFER
(ON/OFF) ↔ SUBWOOFER (STEREO/MONO) ↔ PLAY MODE
↔ BEEP ↔ SCROLL ↔ INT MUTE ↔ INT AUDIO ↔ AUX IN
↔ (AUX NAME) ↔ POWER-IC ↔ LCD CONTRAST ↔
FONT SELECT ↔ TUNER AREA ↔ TW SETUP ↔ A-LINK
TEMP ↔ BGV SELECT ↔ OPENING MSG. ↔
CALENDAR ↔ DEMO ↔ CLOCK

I think you to select AUX IN by scrolling to it and then pushing your rotary **** and then toggle it to on. It is off by default.