Hi everybody, I have a set of these headphones, with the aux cable! I am ordering a replacement cable off of Ebay, so when this cable dies i can using my headphones. ( I will put a link to the listing below.) So the problem here is one end of the aux cable has a little gray ring, it is not noticeable on here but it is smaller than the black ring on the other end. The aux port on the headphones is recessed, so the jack has to go in farther. This adds stability to the jack and prevents it from breaking. Sadly this feature will not accommodate a standard aux cable, which will not go completely in. So yes, this does require a special cable to work. I will include a link to one i found online, and to photos of it in dropbox (Link below. Sorry, the site wont let me upload photos.) I hope this helps.
Alternatively, i bought my headphones from best buy. They had the exact same issue, but a simply fix for it. They took a knife and spun it in the hole, making it bigger. They had to for the display to work. Doing that it will except any standard aux cable and work just fine, but not be pretty.
http://www.ebay.com/itm/Sony-MDR-XB950BT-New-3-5mm-Aux-Audio-Stereo-Cable-for-Sony-Headphones-/172386076378
https://www.dropbox.com/sh/kbapqb7x0wuxq2s/AABsHu0-iKSbnjw5-wmglnqna?dl=0