CD changer question

My '94 325iC has a C-33 DIN US head unit and the Alpine CD changer. The changer has power, but when I push the CD/Tape button it just says "no tape". Everything seems to be plugged in and the prev. owner says he can't remember if the changer worked before because he never used it. I'm probably going to just buy an in-dash player, but I figured I'd see if you guys had any ideas first.

Did you push it twice in a row? On our later cars you push it once and you get the in dash single CD, push it again and you get the changer. Then when you push it once later you get back to the last CD device used.