Yes if you have a cassette player in your car you can buy a device that looks like a cassette with a lead attached. You just plug the plug on the cable into the earphone socket on the MP3 player, put the cassette into the cars player and use it as you would when you play a cassette. They don't cost much to buy.
You can get FM transmitters that you plug into your headphone socket and then it transmits the music into an FM signal that you can then pickup on your car radio (you can usually change the frequencies to avoid using the same as a radio station) but i used to have one with my old mp3 player and it wasn't that great. Was like a not quite tuned in radio but other than that i think the cassette thing is the only other thing. A lot of car manufacturers now have kits that can been installed as an optional extra on new cars but not sure if they can be retrofitted. Buying a new car is probably an expensive way of listening to your mp3 player in your car though!!!
Another option is maybe get a new CD player for the car, but one which plays MP3's. I use MP3 pro, and can get a couple of hundred tracks on a CD. Even better - tho I don't know if they do it - is get one which can recognise DVD's too, and you'll get a couple of thousand on it.
Of course all this assumes you can burn CD's and DVD's.