This is a device you attach to your mp3 player, either through a port or via the headphone output, which then allows you to select a frequency and transmits the music on FM on that frequency. This allows you to tune your radio to your mp3 player.
In the Netherlands they are finally legal (since about one month) so I decided to get one.
Walking through town I couldn’t find any, except iPod dedicated units (which use the port, so are only iPod compatible). There are 2 Apple versions: one which only works for a dedicated model (eg. only for the nano) and one which works with all iPods except the very first model (and presumably any model they release in the future). These both look slick and work with the ipod seamlessly. Unfortunately they are expensive and iPod only.