So it looks like the item you linked too is the only option for adding AUX input to a CDR-210 that keeps the ability to use the CD changer. They also have a cheaper option, that disables the CD Changer. Your only other option would be a connection that connects between the headunit and the radio antenna, however those can have interference issues if anyone broadcasts on the channel the aux input is using.
It looks like the AUX-BKR simply gets inserted between the blue plug. I would would not dash mount the 3.5mm input however. I would run the cable behind the dash, and connect it to a ground loop isolator (you will probably need one), to remove any static the cables might pickup, then you can connect it to whatever audio connection you would like to use, and run it out from behind the dash.
The way my AUX input is set up:
HeadUnit -> AUX Input Cable -> Ground Loop Isolator ->
Power & Audio to USB -> USB to Lightning (or 30-Pin, or mini-USB)
*The power is connected to the phone connector switched 12V under the dash.
Hope that helps!
EDIT:
Per your post above, I believe on the CDR-210 when you replace the CD changer you access the AUX input as if your where using the CD changer. You may need to have a CD in the changer so that the system 'recognizes' it. Can you link to which cable you installed? Is it the one you linked to above or a different one?