If it's an aux-in then a simple 3.5mm to 3.5mm cable would do, (
http://www.meritline.com/3-5mm-ipod-aux-straight-cable.html) these often come included in various electronic equipment so I'd guess one or two might be found at home, any reasonable hi-fi store would be able to sell you a cable - for a couple euros at most.
You probably won't gain that much by using the ipod dock to 3.5mm connector - maybe a consistent output volume - but you'll not be able to control the mp3 player from the car stereo using either connector - apart from volume, it simply gives sound out from the mp3 player and has no connection back - as far as I know.