It doesn't have to be RCA. It can be something with a headphone jack, such as a CD walkman. But just not a telephone or similar device where that jack might serve multiple purposes (such as a needing to accept a microphone).

Did you hook this thing up in such a way as to also connect the Cell Phone Mute Wire? If so, it's possible that the player is simply going into mute mode when you place a cell phone call (since that's it's purpose).

There are specific tricks you can do in the configuration of the player and with Hijack that will allow the mute wire to switch it to Aux for going through the car speakers, as you're intending. If you didn't do those tricks, maybe that's the problem.