Correction
Actually, the Y lead and USB/cigar thing were < £10 together:
Y Lead: http://www.amazon.co.uk/gp/product/B004KIYHRK
USB/cigar thing: http://www.amazon.co.uk/gp/product/B002C3AFHG
No need for any software or crappy FM transmitter and the Y lead can be used in loads of other situations too...