This 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. I had one, I just didn't know it. Oh well... I like the location of this one better anyway. My car is a 2006. I don't know what year Saab started adding the AUX input in the armrest, but some of the earlier cars didn't have them.
Anyway, now I have TWO AUX inputs!
If your car is a 2003 through 2005, go here to see how to connect the wires directly to the pins on the back of the stereo:
Saab, 9-3, radio, stereo, aux input, how to, DIY, climate control removal, cd removal