They make a couple of different solutions, at least. The simpliest is the BCR-NWU5. I use mine to charge both older and newer Walkman players; I don't worry about using the proper dock insert, however. I just picked the largest insert I have and use that for all of my players. As long as the dock is set a bit out of the way to limit the amount of accidental bumps that might damage the player and/or the dock connector, all is fine. Amazon lists a couple of sellers who currently are asking around $18 + shipping for it.
Does anyone make a dock for a Sony NWZ-E345 that I could hook up to my home stereo and also charge the player at the same time?