Pressing the "S" button repeatedly will switch between audio input sources (radio, CD, CDC or AUX). CDC is the CD Changer. If you don't have a CD changer installed, then there isn't any input and the head unit won't play anything (you seem to hearing a ticking noise).
If the AUX mode is displayed, then the head unit is looking for an AUX iput signal in the place of the CD Changer. This is how most people use their iPods or MP3 players.
Here are two cables that can be plugged into the rear of the CDR-220 and will either provide an iPod or AUX connection. Installation is pretty easy.
http://www.discountcarstereo.com/detail.aspx?ID=1477
There are three types of Apple cables available depending on which iPod or iPhone you have. Be sure to get the right one.
http://www.discountcarstereo.com/detail.aspx?ID=730