The "Aux" button on most factory head units is meant to control either a multi-disc CD changer or some other device not contained in the head unit itself. It can control a 3.5 aux in jack as well but if you don't see one on the head unit itself, it likely means that you don't have that option installed.
As pointed out above, the easiest (and best sound quality) method is to buy something like an iPod2Car module. They are sold specific to your make/model of car and stereo rig. For a 2006 Honda Accord, click here:
http://pac-audio.com/productSearch....Model=Accord&ModelId=1323&Year=2006&YearId=17
That page has all the various modules that PAC (formerly Peripheral Electronics, maker of the iPod2Car kits) sells. Aux input modules or iPod integration modules....I'd choose the latter if money isn't an issue as you'll get superior sound and the ability to use your radio's seek or rew/ff buttons to navigate iPod playlists.
I put one of these on the family Suburban years ago and it took all of 15 minutes to install. No tools needed other than a screwdriver. Great solutions.