You're on the right track Bonee. I taked to Pac Audio and the tech guy there said use the SWI-CP2. He said it works without problems as he had played with the same controler and the CP2 together with a Pioneer NEX.
The only problem i'm having now is ONE wire. On the steering wheel controler is an orange wire with a LED 12V flag. I'm thinking illiumination for the buttons. Orange to orange makes sence. Then i'm thinking on the CP2 maybe it's the 12V Accessory red/white wire? It comes down to One Wire,...Damn you Murphy and your Law. lol