I have an adapter that looks like an old cassette tape that slips into the cassette dock of the car and then has a plug to attach to the iPod. Pop in the adapter and turn your iPod on and you should be good to go! You can also go to Best Buy and they can install an adapter.
You can buy an adapter so your ipod can play through your stereo. They are usually called RF modulators. If your head unit has an aux input, you can use a cable to plug your ipod into the car.
If your car has an auxiliary outlet, you can use an auxiliary cord to connect your iPod. Otherwise, buy the device that lets you play your iPod through the radio.