FM transmitters aren't legal in europe, as far as I'm aware (no matter how low power, they're still intentional emitters). You're ok in the USA though. I've passed the suggestion on to marketing as I don't think they've considered car accessories beyond the usual cassette/power adaptors yet.

I suspect well designed in-line modulators, that fit in the FM lead, are likely to be legal everywhere but obviously that involves pulling the car to pieces to find the antenna cable.

The player with the built-in modulator (and tuner) is the Neuros - www.neurosaudio.com - rather overpriced and large for a 128MB player, and rather huge for a 20GB one, but at least it's original in its featureset!

Hugo