just got one of these which gets around having to plug anything into the player
http://cgi.ebay.co.uk/Wiki-Car-MP3-Player-FM-Transmitter-ipod-digital-music_W0QQitemZ330489628468QQcategoryZ3293QQcmdZViewItemQQ_trksidZp5197.m7QQ_trkparmsZalgo%3DLVI%26itu%3DUCI%26otn%3D4%26po%3DLVI%26ps%3D63%26clkid%3D6343670350246015606
Sorry ebay link wouldn't work - edit Oh!
trying it with my mp3 player tomorrow but works well with the SD inserted