Ask ask - has anyone added an aux on radio for MP3 feed?

There is no electronic forum in WXC, so I am posting here in hope to get some help...

There are no CD players in my two cars and the sound quality from FM transmitter/modulor I am using sucks. I am exploring if I can DIY to add the wires so to feed aux signals from MP3 player (it has to be after the FM reception circuit I think). Has anybody done that? Any clue? Thx.