Hi Delvalle,
Oliver really is the resident vinyl expert, but I think I'll jump in here and help.
A turntable puts out an extremely low level signal- anywhere from 2.0-5.0 mV (millivolts). This is due to the cartridge that your stylus (or needle) sits in. Since this signal is too low for the average stereo input on a receiver, a phono input is desired. Receiver manufacturers will build a phono pre-amp into the receiver so it can boost the signal up to a level it likes, then amplify it.
The only problem with the built-in phono pre-amps is that they are rarely of decent quality. Sure, it will sound OK, but Vinyl CAN sound better than CD in many ways and a great way to get to that fidelity is to get an outboard pre-amp.
Since your Onkyo 606 doesn't have a Phono pre-amp built in, you'll need to get an outboard pre anyway. These things run the entire price spectrum, so don't be shocked at those $500.00-$2000.00 models. There are a couple of great, low priced phono pre-amps from Bellari, Parasound and others (Oliver.. a little help?) You can even find some for less than $50.00
Monoprice.com might have some. I know Parts Express does. You might want to check out some of the vinyl dedicated sites. They've got all kinds.
Good luck!
Caleb Denison