If your factory radio doesn't have a plug (looks like a headphone jack) on the front that says "Aux Input", then try this...
http://cgi.ebay.com/ebaymotors/2002...53213138QQptZCarQ5fElectronicsQ5fInstallation
This is one of the more expensive ones that charges the IPOD, too. If you search around on eBay for "Dodge Aux Input" or "Jeep Aux Input", basic units pop up for cheaper. Sometimes under $20. Basically, they plug into the CD Changer port on the back of your factory radio. Pretty easy, you take the radio out (some trim and four screws), plug this device into the open 10-pin plug on the back of your radio and hide the wires. I've been shopping for one to hook up my XM radio, they are great little devices. Good luck!