Switching to Auxiliary on older Pioneer car stereo

I recently in stalled a Pioneer KEH-P3700 that I bought years ago but never used - literally new in the box - in my '95 Saturn, planning to use an adapter cable plugged into the CD changer jack to connect a satellite radio or an iPod.
I have everything working, except that I cannot get the unit to switch to the Auxiliary setting. The instructions are not the greatest, but they seem to say that repeatedly pressing the Function button should cycle through different sources, including AUX.
However, all I can get are the tuner and M-CD. It does not seem to matter whether the adapter is attached to the unit, or whether anything is attached to the other end of the cable; just the two choices.

Am I missing something in the switching procedure, or is my "new" receiver malfunctioning?
Many thanks!
--Eric