The cassette interface is about a $20 gizmo with one end that plugs into the MP3 player and the other end looks like a cassette tape with a wire sticking out of it. You put the cassette tape looking thing into the cassette player and the MP3 player's audio is played on the car stereo. Pretty cool.
The other thing it plugs into is a charger that I run on my car's cigarette lighter accessory. That charges the battery.
To download stuff to it, you plug it into your PC's USB port and it's treated like a disk drive that you can copy stuff to.
Some new cars have accessories that allow you to plug an MP3 player into the stereo directly to charge it and play audio.
There's a chain called Best Buy in my area that sells a lot of consumer electronics. Any place that has a lot of consumer electronics will have this stuff.
Total cost for all my stuff related to this was about $100, and it's been well worth it.
After you've downloaded some MP3s you can organize them into a "play list" that puts them into the order you like to listen to them in.
It's easy to use.
My recommendation if you're interested in this stuff is to search for a topic you like in Google, and add the word "podcast" to it. For example "gun talk podcast". Then go to one of the links and click on the MP3s you can download. Your PC can play them. So there's no need to buy an MP3 player if you're not going to get much use out of it.
A lot of the good shows on public radio, like Science Friday, are on podcast for free.
I use mine every day, though.