Ponchophil: Welcome to the greatest place for Gold wing stuff. I am a 1500 guy so don't have an answer for you, but there will be some 1800 people that will be getting with you in short order.
You will find some of the most helpful and friendly people right here. Check out the Midwest Meet and Greet thread for Labor Day, and NASSIR7 next July.
Good Luck with the wing
Pochophil: Can you give us a little more information. What shows up in the upper left corner of the LCD display?? It should say Tune or Aux if you have the radio or the aux selected. Next to it will either be a headset or speaker. If you have nothing there then press the Audio button once and the display should change to show what input you have selected. If it says CD and will not change from it then one of the buttons may be stuck down.
Here is a picture of what mine looks like when set to headset and tune for the FM band.