There is a very common cable you can buy that has a mini-headphone jack at one end and a pair of red and white rca jacks at the other end. Plug the rca jacks into an available input on your stereo and the mini headphone end into the headphone jack on your mp3 player and you are there.
Do any of the portable MP3 players connect directly to a stereo receiver - through stereo RCA cables - or any other way? Thanks

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic