2007 convertible aux socket

[alan36]

I have a 2007 Convertible R52 and I am not sure how the aux in the glove compartment works. I have an I phone 4 and ran an aux cable from the socket to the phone and nothing happened at the stereo. When I press the mode button on the stereo it only gives me the radio and cd's and no aux option.

Am I doing something wrong.