• The cord from the mp3 player to the aux plug in the glove box, might be bad. You can buy a new cable, at Best Buy, Radio Shack, etc. Less then 10 bucks.
• If its the factory aux plug inside the glove box connection to the radio, or the radio it's self, you will need to take that to the dealer.
I pretty sure you have a bad cord from the mp3 player. If your head phones are fine, it's the cord. Try a new one. Let me know.