Using a mini stereo audio cable - the cable has two ends that look like they go into the headphone port.
here's a link to WalMart to show you what you should be looking for:
Hello- can anyone tell me what sort of cable I need to go from my mp3 player to the aux input of my boat stereo? Would it go from the usb port or the headphones port? Mp3 is RCA S2002 and the boat stereo just has a typical round aux input hole.