Help! Stereo probs. in my '96

I just got my first Jetta ('96, 5spd, 4 cyl, 2.0) and it has a stock, trunk mounted 10 disk CD changer, but I bought it from the auction so I don't have any sort of user manual. The stereo face says SAFTEY when I turn on the car and I can't get it to play anything. It looks like I should have some sort of 'locktronics' looking key, but I don't have anything like that for it. Can anyone help?

Search these threads, ther's lots of info. on your problem.