What kind of lead do I need ?

Hi folks,

I have a AUX output on my new HU its RCA type connection I believe. I want
to connect up and sony nw hd1 mp3 player.

What do I need to do this ?

Previously I had a factory HU and bought a connects2 adapter to work with
the mp3 player but you can't use this adapter on my new HU as its for the
factory HU.

Any advice greatly recevied.