Assuming that the dealer installed it correctly, you need the Belkin Auto Adapter which plugs into the 12 volt outlet (I added an extra one in the glovebox) and the iPod plugs into the adapter with the 3.5 jack.
Failing that, I also assume that you have the head unit set to AUX. I've attached pix of my installation which I hope makes it clearer. Hope that helps.
1) make sure it's plugged in correctly. the connector is on the back left of the stereo. you should be able to reach up under the dash without removing anything, feel for the wire (mine is wrapped in cloth, assuming yours is the same it should be the only one like that) and give it a push. If you feel it click it wasn't pushed in all the way. If you can't find it, make your dealer do it.
2) without the Belkin Auto adapter your iPod is not pushing out much power. try turning it all the way up, then adjusting the volume on your stereo to suit.
make sure your 3.5mm to 3.5mm mini plug cable is stereo..some are not, and try to plug in to the headphone jack of any other portable device...cassette player for instance ( to see if the IPOD itself isn't working )....have you adjusted the volume control for the aux position?,,,,it can be very different from the volume for the rest of the HU.....could be a faulty cable or maybe the Aux Input just wasn't intalled correctly...I assume tho the dealer would've checked it once they were finished....good luck
If not, start with the fewest variables and just hook the normal stereo patch cable (3.5?) to your iPod and to your input. Turn the iPod on. You should now be able to select Aux on the radio.
Turn the volume up a little on the radio and see what you get. If nothing, then turn the iPod volume up and see what you get.
If you still get nothing, go to your radio manual and find the place where it shows you how to increase the gain on the Aux input. Try that.
If still nothing, then you have a problem with the Aux cable.
For a 3g or 4g iPod, the Belkin cable will allow you to put a line input into the radio, but you don't have to use it. If you do, try the first couple steps, and then adjust the small line input level control on the Belkin adapter.
This is not difficult so long as the adapter is properly installed. I did mine myself, with my own cable (before MINI finally came out with theirs) and just plugged my g2 iPod in and it works. My new g4 iPod works just as well.