First off. Your radio is your HU (head unit). All cars com with a head unit of some sort, unless you tell the dealer otherwise. Just want to clear that up for you.
Second. What you are looking for is a aux input on your head unit. You have a few options.
1) Buy an aftermakert HU with RCA Inputs on the back of the HU.
2) Hook your factory HU into a AMP with High/Low inputs.
3) CD changer adapter: Depends on the factory HU.
4) Tape adapter: Just like the ones you use to hook up your cd player.
5) FM mod: Plugs into your ant @ the HU.
You need to find out more about your HU. Your best bet is to visit a "GOOD" car audio store. Tell them what you plan to do.