It looks like according to pioneers website that you need some sort of adapter to get an aux input for the p860mp. The new premier units such as the p780mp and p880prs do have an aux input, they are a little more expensive than the p860 but according to initial reviews they are worth it.
If it doesn't have any RCA inputs, then indeed, it will need an external adaptor. Most Pioneer head units are built that way. The adaptor will probably hook up to the unit via the CD changer input.
I have the D-RB10 with the exact same HU which I am using with Sirius radio, hard to tell about the quality as I expect some lesser level of quality from any aux source but it sounds pretty good ( the sound level is not as loud as radio or cd and the quality is not the same as cd but I guess that is to be expected)
Hope that helped that is just my personal experence.....
