Depending on the type of car radio there are lots of options. If you have an aftermarket radio they may have an aux in adapter you can get...just look up your model at some place like crutchfield and look at the accessories you can get. If you still have the radio that came with your car they have have some sort of thing you can hook up to the cd changer port (if you have one) at
this place. I've used stuff from there in a Honda and in a Volvo. I'm currently using an Alpine radio that does nice ipod control.
If you tell us the type of car/radio you have we can help figure it out. If you have a cassette player, try a cassette adapter. Your radio might even already have an aux in on the back that you just have to hook a wire up to.