Power off both the radio and the MP3 player. Proceeding to the following steps while having the radio on can lead to speaker damage when you connect the devices.
Plug one end of an eighth-inch miniplug cable into your MP3 player's "Headphone Out" jack. Most MP3 players have an icon that resembles a pair of headphones beside the actual jack, or it is labeled accordingly.
Plug the other connector on the cable into your radio's "Aux/Audio In" jack. The location of the jack depends on the make and model of your radio. It should be labeled accordingly and is the exact same size as the headphone jack on your MP3 player.
Power on both the MP3 player and the radio. Press the radio's "Aux/Audio In" button then play a song from your MP3 player. Some radios may have a "Source" button that allows you to switch between the various inputs instead. You now hear audio coming through the radio's amplifier and internal speakers.
Purchase an FM transmitter that allows you to use the MP3 player with your car radio if your vehicle doesn't have an audio input jack. FM adapters have an eighth-inch miniplug that connects to the headphone jack on the MP3 player. Set the FM transmitter and the radio to the same FM frequency to hear the audio from the MP3 player through the stereo system.
Purchase a cassette adapter to play the MP3 player through the tape deck on your car stereo if it does not offer an audio input feature. Plug the adapter's eighth-inch miniplug into the MP3 player's headphone jack, and then insert the cassette into the tape deck. Your MP3 is now heard through your car's stereo system.