You may or may not have an RCI socket in your glove compartment. (The red and white sockets you see on TV's, etc). You will need an RCI to 3.5mm lead for this (you can get them cheap on eBay).
If you do not have this, then you should ask in the ICE section about installing one. In theory it's a case of buying the socket and wiring it into your radio but I've never been bothered to do this yet - I am lazy and just use an FM transmitter.