The device you are refering to is a FM transmitter and can be purchased at almost any electronics or department store (that's right, wal-mart). A decent one will run approx $30.00 but you can find some for less and they will work with any device that has a headphone jack. As a matter of fact I use mine in my mp3 player, portable cd and my home computer to play mp3s on my stereo.

http://www.walmart.com/catalog/product.gsp?product_id=2603620&cat=172481&type=19&dept=3944&path=0%3A3944%3A172481%3A3983%3A96469%3A129959