Ah, I see why you wouldnt want a new head unit. Lol.
Ok so there is no aux input on the head unit? Also just to make sure were on the same page, by aux you mean a regular headphone input right? To play something like an iPod.
That HU seems to have many connections back there. I believe it has RCA inputs doesn't it? If it does you could get an RCA to headphone cable and just plug it in there, no splicing.
I'm also not very sure what your current cable looks like and why it has
1) an open end
2) three wires