Ian, this is really interesting. I have changed my CD player and noticed that I do not get any signal. At best I get radio1 in Birmingham, but as soon as I leave the city centre it crackles all the way home to Worcestershire. Previously with my old stock stereo I got acceptable coverage, although it was poor... not half as bad as now.
I will take a look at this now, the black cable that goes directly into the back of my cd player for the aerial, I can't say I noticed any other black wires coming off this. I have an S version w/out amplifier...
edit: will wait for your reply before taking the dash out, it's a ballache.