It is possible & very cheaply done if you have access to old computer cables, soldering iron & resistors. If you browse another forum (one that's not liked around these parts), there's a how to with pictures. Kinda rhythms with Mazdaspeed forums. Org
Or i believe ebay & amazon both sell the adapter now if you don't want to make your own. Look for cx7 aux cable, should bring up a few results. Not sure if they work or not as i made my own