I hope you GUYS CAN REALLY HELP ME with the AUX input in my 2006 Megane?

Hi guys! I'm having some troubles here, I hope you can help me.

I just bought a Renault Megane II Sedan 2006 that comes with the manufacturer car stereo that includes: cd, radio and an AUX channel. (NO MP3!!!! grrrrrrrrrrrrrr)

The thing is... I have an ipod and also a shuffle and I want to hook them up to the carstereo, BUT I don't how can I do it, I mean, when I scroll down the source button it appears as following in the computer car screen... LW (AM),FM,CD,AUX.

There is an AUX channel. BUT what i Need to know is:

DO I HAVE TO BUY AN iPOD INTERFACE for the Megane so I can connect it ?(I would like to connect the shuffle or the ipod via a 3.5mm jack cable)

or

DO I HAVE TO DISCONNECT MY WHOLE STEREO TO PLUG SOME CABLES ON THE BACK OF IT?

PLEASE GUYS HELP ME!!! YOU ALL ARE MY LAST HOPE!!!!
(awww so melodramatic hehe)

Well I hope you really can help me, THX FOR READING AND HELPING.

See ya later guys.