CD changer / Mp3 player / iphone

[virus04]

Hello everyone, i am new to this forum, i just bought my first bmw x5 2 days ago, and i love it! Its a 2006 3.0 black on black with navi. The car has an iphone wire sticking out of the glove box, when i connect it and try to play music, it works but the driver door speaker doesn't work. When the radio is on all speakers work fine. Any idea why that might be?
My main question is: which CD changer or mp3 player should i get? My car doesn't have any CD changer so i can't play any cds. I was wondering what should i get and whats my best option? Or maybe should i just get a new/other iphone/ipod connector or w.e its called..
I owned 4 audis in the past, and ive had the phatbox is 2 of them, which was very convenient because i could just take the cartridge home and burn the music i want. My last audi had a navi with SD cards so that was even easier.
I don't have the premium sound system, how hard is it to install the premium sound?
Thank you in advance!