I feel like a bit of an idiot as it really was simple in the end,just wasn't as straight forward as I'd thought it should be.
All I needed was a 1.5metre 3.5mm stereo cable like this one from officeworks http://m.officeworks.com.au/mt/www.officeworks.com.au/retail/products/Technology/Cables/35mm-Audio-Cablepatience to figure out the DVD player in the Great Wall.
So here's how I did it, plug your cable into the headset section in your phone, then go ahead and plug the other end of the cable into the little hole in the centre console, that is the aux input. Turn the car on to red lights so DVD player turns on, now press the "MEDIA" button 3 times or until it gets to the last tab (screen) which is your AUX Screen. Once your there go ahead and select some of your music, start GPS, or favourite radio station on your iPhone and the sound will come out of the cars speaker system.
The tricky bit about this is that you can not get to AUX input on the Great Wall without having the Phone plugged into the car via that stereo cable first!!