MP3 player that fits in your ashtray
A wired FM modulator
A cable with dual-RCA to 3.5mm stereo plug
Whatever is needed to remove your radio and install the FM modulator (probably a screwdriver, wire cutter/strippers, electrical tape)
Step 1: Install an FM Modulator
My 97 Ford Escort is weird, and required a special tool made from a coathanger to remove the radio. Since all cars are different, I won't discuss how to install the modulator. Generally speaking, though, you'll probably need a screwdriver, some wire cutters/strippers, and electrical tape. It may or may not be easy.