The Aux jack feeds the radio connector. The radio acts as an amplifier to drive several watts of power to the speakers. Without a radio, the milliwatts of power from your MP3 player couldn't do much to the speakers even if they were hooked up directly.
You don't have to have a Smart radio - you could get *a* radio or perhaps an amplifier for little cost; the only question becomes hooking it up.
Why not just get a radio? Contact someone like Customization Guru Darin at Smart Center Portland - (503) 200-5200 - where you might find a Smart radio for a good price. Or a Smart dealership closer to home, perhaps.