Lorne,
Your MPx player doesn't have the capability of transmitting information from your player to a radio station so unfort you will need to get a transmitter if you want it to play on a radio.
You can also get a RCA cord that plugs into the earphone jack of your MPx player and output into the red/black RCA inputs on your stereo. Not the same thing, but you can at least play it on your stereo
.