I have the same problem, i have the double din factory unit and the fan speed and mode butons don't light up.
i went to jaycar and got an fm converter, removed the stereo only to find out i already had one installe, but i didn't realise. made it much easier.
the only problem is with the stock aerial, i don't get too goo reception, and when i go under powerlines it crosses tripleJ with another station and i can't hear anything. i'm going to get a proper stereo installed i think, the stock one is just good for detering theives