Mine came with a lead which plug's inside the armrest. I got given the lead with a USB connection. I politely asked for an IPOD connection lead and was duly given one (a lead that is!).
Good call on the file details info, mine just comes ups with "Aux" on the screen, which is particularly annoying when the IPOD gives you track/album detail.
Can't substantiate this but I believe you can only play USB sticks with up to 2Gig capacity? My boss has a Rocko and he tried plugging his removeable HDD in! Apparently it didn't work.