2006 Mercury Mountaineer AUX?

Well you could check a few places. if its a stocked headunit and you have a aux button on it then sure enough its not behind the head unit. It would be possibly in your center consle. There should be a power outlit there too.. So i think thats how it is but i normally work on older car systems. but i hope this helps

it should be in the center console

it may be located in the rear of the receiver installed in your vehicle and designed to operate with factory installed equipment, it may not be a mini stereo jack, but could be two RCA inputs instead, go ask the parts guy at your local dealer, there is nothing in the owner's manual that explains. Be sure to tell him which unit you have, he may have one handy that he will use to show you how to do it yourself. Chances are you will need the removal tool to actually pull out the deck and feed the cable from underneath so you can hide it so the mp3 player doesn't get ripped if you accidentally leave it in the vehicle sometime, the smash and grab is alive and well good luck!