Insert the audio input cassette adapter inside of the cassette player. These devices are the same as the cassette adapters used to play MP3 players in cars with cassette decks. Make sure it is facing the right direction, as indicated on the cassette cover.
Position the audio cable coming out of the audio input cassette adapter so that the cassette player's door will be able to close smoothly.
Close the cassette player door.
Insert the male stereo end of the audio input cassette adapter into the female end of the audio cable.
Plug the 1/4" male audio cable end into your guitar's input, or the input of an effects pedal.
Press the "Play" button on the cassette player and put on the headphones to hear your guitar.