If your car radio doesn't have an accessory jack, you'll need one of these:
http://direct.asda.co...89244,default,pd.html
(Shown as 'Out of stock' online but I bought mine from an Asda store).
You simply plug it into your car's cigar lighter socket. Tune your car radio to a 'blank' frequency and then use the 'Up' and 'Down' buttons on the transmitter to match that frequency. Plug the cable into your MP3 player's socket and you'll hear its output through your car radio.
(You only have to do the tuning once. In future you can leave the transmitter frequency unchanged and store that frequency into one of your radio's memories).
Chris