I recently purchased a X930BT and I've been playing around with it and trying to figure out all the features. Recently I tried plugging in my MP3 player(not Ipod) into the audio jack but I can't seem to figure out how to play music from it. Could someone please give me some guidance? 

You can't. Audio jack is for ipod only. Use a flash drive in the USB port. 

Can't you pull this off using the aux input and a Y adapter?