How to use AUX jack in '06 Scion TC?

I have an '06 Scion TC and am trying to finally make use of the auxilliary jack but have no idea what i'm doing. I bought an auxilliary cable that fits into the jack but when i do that, nothing happens. is there a mode i should be putting this in in order to make it play? i read the owner's manual and no luck there. any ideas?? i am frustrated over this!