The cheapest thing to do would be to get an Ipod and plug it into an aux input on your stereo system. The added bonus is that you can take it with you when you get out of your car.
If you don't have aux inputs you can use an FM transmitter. Remember though, you get what you pay for with transmitters, if you buy a cheap one you wont get great sound. Even the best ones will not be as good as a wired connection. If crystal clear sound is very important to you you'll need a aux input.