Hi there. Your best bet is to use a 1/8 in. trs to 1/8 in. trs cable to plug your mp3 player into the CD/MP3 Input of your HD500. Plug your HD500 into the PA in stereo (using both the left and right outs), and have the left output panned hard left and your right output panned hard right at the PA. This should give you the desired result.
The aux in is used for other instruments you may want to use through the HD500's modeling process. The CD/MP3 Input is designed to let your mp3 player or cd player to send sound through the HD500 without any processing on it at all so that your backing tracks can be heard the way they are supposed to sound.