If you got the cassette player you are in luck... there are cassette adapters like this one:
RadioShack.com - Portable Music: Accessories: MP3 player accessories: AccurianŽ Cassette Adapter for CD and MP3 Players
available at most decent electronics stores.
While there is some loss of sound quality, you can get pretty good (cassette quality, not CD quality) sound once you find the right volume setting on your MP3 player (crank the mp3 player volume too high and you get distortion, too low and you get noise).
I have found the cassette adapters less prone to interference then the fm transmitters... and there is the advantage that the cassette adapter requires no power other then the headphone-level output from the MP3 player.