If you have a pioneer head-unit that does not have an auxillary port in the form of RCA jacks, you can build yourself a connector cable to port the audio from your Axim (or mp3 player) directly into your pioneer head-unit's IP-BUS Auxillary port (typically used for CD-Changers etc).
I found a really great article online on how to build an RCA to IP-BUS connector:
http://www.gutterslide.com/ip-bus_hack/
I used two sets of CD-ROM Drive audio cables to make my connectors. I moved the pins about in the connectors to the proper configuration, then chopped off the remaining empty slots to downsize them. I then connected them to an RCA cable I had laying around and used an RCA interconnector I had laying around also to make an RCA reciver cable.
I then used a 3.5mm to RCA cable (also laying around) to make the final tie-in to my Axim. Took me a few tries to get the pinnouts correct since the diagram on the page above is in reverse (look closely at the pictures below instead), but once I got it right the axim was boomin!
Hope this comes in helpful to others with slightly older pioneer head units and some willingness to try out a nifty hack.
Skorpyo