This great DIY video shows how to add an AUX input jack to a 2003 or newer Saab 9-3.
Before doing this you might want to look in your center armrest and see if there’s one there already. If your car is a 2003 through 2005, go to SaabCentral forum to see how to connect the wires directly to the pins on the back of the stereo:
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For 03 to 06, if you are not the first owner, check out the arm rest first… There might already be one pre-installed.