Check out Ebay for a replacement remote. There is a power/headset button on the remote. When in "headset mode" there will be a headset symbol appear on the display and you will be able to play radio or CD through the stereo while the DVD audio goes to the headsets.
If you have the 1,2,3,4,5,6 buttons across the bottom of your player you have the changer. Read carefully before just stuffing DVD's and CD's in the player. You have to push a numbered button, wait for the flashing light, insert the cd.....again just read up on it.
The additional jacks let you run an aux source into the stereo. I use a headphone jack to RCA red/white cord to run my iPod through the system. Be patient after you hook it up and select aux. My system takes a little while to "see" the input. We also use those jacks to run a game system video through the screen, and audio to the head phones.
Hope that helps.