Within a few weeks I'm going too hook up my empeg to a pioneer unit as well (when installing into the car).

My manual indicates that AUX is standard switched off (and invisible in the menu's), and can be activitated as follows:
1. Enter the initial setup menu by pressing the "F" (Functions) button for 2 seconds
2. Step trough the various setup functions by repeatedly pressing the "F" key again (FM STEP --> A-PI --> AUX).
3. Once the AUX option is displayed, use the up/down keys to activate or deactivate the AUX menu.
4. Once activited, the AUX menu should be present when switching sources during normal usage (tuner/CD/Tape/AUX/..)

Probably the same kind of logic will be valid for your head unit.

Jelle