if you have an i pod you can buy a thing called an i trip which sends the music through radio waves to your radio, only about �20 and works with any fm radio
Doesn't have to be an ipod - you can get an FM transmitter which wll allow you to send mp3s through your car radio no matter what type of mp3 player you have. Just 'google' mp3 FM transmitter.
Strictly speaking these things are illegal because you are in effect setting up your own unlicenced radio broadcasting station, albeit very low-powered.
There are supposed to be moves afoot to legalise them but it hasn't happened yet.
if your car stereo has a tape player you can purchase an adaptor from tescos/asda which cost about �5
it consists of a device whick looks like a cassette which goes into your tape deck you then plug the lead into the earphone jack on your mp3