There is an entry in the FAQ
here giving the details on all of the wired and wireless remote options.
In that FAQ entry is a link to
this site where there are details of interfacing a sony stalk to the player without a tuner module. The relevant text from the FAQ is:
"John Lambon has done some project work in this area. Note: this is not a mass-market item, it's a do-it-yourself project for electronics hackers which requires technical skill, knowledge of your vehicle's control signals, and access to a microcontroller programmer. Details can be found here. John has also done some work in the area of connecting a Sony stalk controller, however that work has been superseded by the next option, below."