Can someone tell me what an E20 code is on the CD player? It comes up when we try to play it. Does it have to do with the Anit-Theft?

It doesn't have anything to do with the Anti Theft, it is the CD player itself. I get the same problem with mine. My CD player does not load or eject the CD anymore. If does load it, it won't eject it and I get that same error code. Sounds to me if your player is going bad. Ebay is a great place to look for OE CD head units or just go buy another head unit from Best Buy etc... They are easy to install in the Aurora...

buy off ebay for 100 or better take yours off, dismantle it, clean it.
it's not rocket science you know =)
even my (a bit imbecilic i must confess) mate was able to do it on his unit, with E20 and E23 - and it works like a charm now.
just have a can of compressed air ready to blow out years of dust and stuff. a bit of oil on the cogs will help too.