Then you didn't get the changer. I had the same deal with my '99 Conti. You can get a 6-disc CD changer and harness that plugs right into the back of the radio.
Matter of fact, if you need one, let me know. I've got the disc changer w/magazine and didn't use it because I went with the built-in ipod into the stock unit. I don't have the harness though, but shouldn't be that much from crutchfield or where ever you get your audio equipment done.