Possibly having a minijack problem with my iPhone 4S

I cannot plug my auxiliary chord from my car into my iPhone 4S- but my friend who I believe has an iPhone 4 was able to do this. The part of the chord that plugs into the phone is too small. A friend seems to think something is broken/missing from the minijack, but I just think I need a different auxiliary chord. Is something wrong with my iPhone? This is my first iPhone, and I got it less than two weeks ago. I'm having a couple of problems, including not being able to play some voicemail messages, but it seems others are experiencing the same problem. Thank you in advance for any assistance!