My A-Link came with all the cords I needed I think. I know I bought a spare splitter because I didn't realize it was included with the A-Link. I think I
might have used a single male-to-male 3.5mm audio cable to complete the setup. I had a few of those laying around though.
It sounds like you don't have these things in your hands yet. I was super confused on how they worked as well until I got them in hand and it became pretty clear.
@PaulyB has a good diagram there, and you shouldn't have to do ANYTHING to the back of the stereo with RCA's to make this work. You also don't have to have any other EQ setup to make it work.
@Jaylex The A-link in it's "as-packaged" form gets it's source from some device
OTHER than your head unit. Phone, MP3 player, XM/Sirrius Player, etc....basically anything with a 3.5mm (small headphone jack) OUTPUT.
If you want to have your head unit be the source for the A-Link you will need to use the RCA outputs of the head unit (usually reserved for amplifier signals) to the 3.5mm jack of the A-Link. At that point you won't need a splitter at all. The splitters only job it to turn a single output of a device into a multiple output (one for the A-Link, and one for your head unit)
Let us know what you want the audio source to be and I think we can make either a better diagram, or take some pictures to better explain the connections.
I'll go out in the garage and take some pictures tonight. if you're still confused.