Ipod won't play through aux in car stereo - what can I do?

I want to play my ipod through my car stereo using an aux 3.5mm cable. The car has an aux port in the glove box - it's a 2008 Ford Mondeo Zetec 1.8l TDI - with the bog standard factory stereo
6000 CD. It does not have a usb port.

I bought the cable and hooked it up - and hit the aux button - that's all there's to it… Right?

But no sound is coming through, in fact nothing at all happens - does not register in any way.

What can I do now? Is there anything I'm missing here?

You need to install the aux audio input interface
http://www.oemautosound.com/p-43-ford-auxiliary-input-frd04-aux.aspx

or the iPod adapter, if you want to control fromt he radio, and you will also see the iPod text