How to Install Auxiliary cable in my car?

I've got a '95 Subaru Impreza GX with an Alpine media/dvd player. I want to connect it to an AUX cable so I can play music from my phone/ipod but I don't know how.. Also the media player isn't connected to the radio either and I would like to listen to radio every now and then.. (but I can just use radio from my phone, too..) I've noticed that you can take the coin box out and fiddle with the wirings behind it. but I don't want to touch anything unless I have some sort of an idea of what I'm doing..