Yep it can be done, i bought an auxilary adapter from these guys:
http://indashpc.org/new/aux_adapters/car2aux-hon1.html
and it works perfectly when switching between the stock HU and my Alpine DVD player via the CD/AUX button. You can also do it using an FM modulator where you have one dedicated channel on your stock HU, and tune that to the frequency of the modulator to switch between the aftermarket unit and the stock one. But if you want slightly better quality throughput and save all your radio channels then go the AUX adapter. Plus i think its a bit more of a professional looking job using the AUX button to switch betwen the 2 units rather than using a radio channel.