I see. You said CD changer, like trunk changer.
If you wanted to do it the cheap way, you could always get a casette adapter which would preserve the quality the best and use a portable CD player. Another option is an FM transmitter, like the Belkin one, although you'll probably lose some quality there unless your car's antenna is really strong. You could connect either to a portable CD player or an MP3 player. What's great about my car is that it has a headphone jack input right on the front so I can plug in my Dell DJ directly with a cable from the player to the car. It's funny because the car is a 1992 model, I don't know why it has the feature.
Yeah, a casette adapter or an FM transmitter will do the trick if you want to get off cheap. I think the casette adapters are like $15, and the FM transmitters, to get a good one are about $30. I think Belkin makes the best of both.