I just installed my unit this weekend and had the same issue. I'm not sure why, but for some reason the silent CD that came with the kit would play on the CD player but no sound from the Aux-In could be heard. If I listened carefully I could hear my MP3 player coming through on quiet parts of other CD's so on a hunch burned my own silent CD. Presto! It worked. There was definitely a track on the CD that came with the kit, so I don't know how to explain why nothing would come through?
Other than that minor hitch, it was a great installation. The directions from Jazzy were very clear and I think it was about a 2 hour install including the time I spent figuring out how to create the silent CD. Count me as another satisfied customer.