Is there anyway to keep the head unit to stay in AUX mode after the chassis is depowered and powered up?

I just bought the car as my new daily and the only thing I'm not enjoying is having to hold the CD button every time I get in the car to listen to my ipod.

 

Just searched a lot and found out you can't

Does the factory navigation head unit have the same problem?

 

No factory unit comes on with whatever you left it.