Aux Input 2002 Nissan Xterra...HELP!?

how to I get my stereo to display AUX? (like this:
I have that exact same stereo.
Is there some button combination or something? (<-- Please be something like this. =P)

I know in the guide he uses a switch on the aux cable to turn it on, but I really dont want to (and can't really) do that

I'm thinking of buying this, but I'm pretty sure that I need to turn aux on for it to play.  (or will the cable below work without a switch?)