Get a FM transmitter. Pretty much any will work with your player.
Okay - I finally got a Zen XTRA and am merrily loading my CDs into it. One of my intended uses is to bring my CD library with me when I do my runs in Baja, Mexico.
It didn't dawn on me until just now that my Boombox doesn't have an aux-in for me to plug the MP3 player into.
Does anybody know of a battery powered boombox with aux in?