Could be the aftermarket adapter or something else. I had a problem getting "aux" to come up with the BMW aux adapter and a bluetooth add-on plugged into it. I'm having a little trouble understanding what exactly you did. I assume you made sure something is plugged into the auxiliary adapter (like your phone, ipod, etc.). I think it has to recognize a certain resistance to get the aux to come up.
http://www.xoutpost.com/bmw-sav-foru...tallation.html