I got my balt off the lot when i got it, it's the only thing it didn't have in it. Now I am looking...

 

the 06s didnt come with aux receivers...07 and up did...(they get all the good stuff lol) ...but you can always make your own..there is a how to...i did it...it works fine..but if you want your xm radio then you cant do it..

Here is the how-to link...

https://www.cobaltss.net/forums/how-guide-43/how-add-aux-input-pre-07-cobalts-184854/