How to play music from my iPhone to my car?

I drive a 2003 Audi A6 and my car doesn't have like a cable input anywhere. I heard I had to plug something into the lighter and connect it to the headphone jack on my phone…

If I could have a list of the things I need and the steps I need to take that would be great!
Thanks

Added (1). Http://www.kenrockwell.com/audi/

This is how it looks like

It's called an FM convertor.lets you use the radio to listen to your iphone music.

FM converter, auxiliary cord, and your car.

Http://www.autopartswarehouse.com/sku/Audi/A6/iSimple/Media_Adapter/2003/Base/6_Cyl_3-dot-0L/ISIISEU71.html

There are head-units that have a USB connection port, and you can then buy a cable that connects between that head-unit and the iPhone. Just make sure the head-unit is compatible, these head-units have the added bonus of routing the voice directions of the iPhone's GPS through the cars speakers as well.

(Head unit is just a term for radio/cd player)

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