sorry...it is not possible for megane 2005 and some 2006....
the reason is the Head Unit is not equipped with the auxillary socket, only later (Update List ) Head Units are equipped with the AUX socket.
the only solution is either the FM Transmitterbut you eill suffer poor quality of sound or replace the Head Unit with a more recent (Update list) Head Unit either from the agency which will cost a fortune or from used parts (Herafeyyeen) dealers
by the way if you don't care much for the remote control behind the steering wheel and its functions, then the best way is to replace the original head unit with any other brand that plays MP3 CDs or even DVD....
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