Another option is an FM modulator (
example). FM transmitters are definitely more convienent, but have a tendency to 'drift' and are rather finicky about their positioning to obtain a good signal. FM modulators plug directly into your stereo's antennae jack, thus preventing drift and resulting in a much better signal.
However, your best bet would be to use your stereo's aux. input if it has one. It's usually on the back, but all this would require is a mini-jack to stereo adapter cable, which you should be able to find pretty easily. This method also results in the best signal quality.