Welcome to the site Anish, I know Wembley well. :wink:
Like Wak said, when you connect up an ipod with an offical connector you lose the abiity to control your CD changer, you either have one or the other, unless a switching device is installed. So that's probably your problem. If you don't use an ipod, simply remove the connector and re-fit the one for the CD changer.