you connect the player to the transmitter, which will allow you to play your music on an available radio frequency. If your car stereo had an aux import (3.5 stereo headphone port that you mentioned), then you wouldn't need an FM transmitter. You would just buy the appropriate cable from radio shack (it would have 2 stereo headphone plugs), plug one end into the Zen (where the headphone would normally go) and the other end into the aux input port.
So what you need to do is plug the transmitter into the headphone port of the Zen and take it from there.
I just purchased Zen V Plus as well as a Mobile FM Transmitter so I could listen to my MP3 songs on my car. However, I just discovered that my 2005 Honda Accord stereo doesn't have a port for a 3.5 stereo headphone plug in order to connect the Transmitter Receiver.
Do anyone know how can I connect my ZEN V Plus on my car in order to listen to my MP3 songs?