Well, I'm just going to assume you're using an Apple iPod since you said "Belkin", a popular manufacturer of iPod accessories.
Option 1. Select this if you:
1. Want high sound quality
2. Want to control your iPod though your radio
First, you need to purchase a radio that is iPod compatable. These start as low as $150 depending the brand of radio you select. Alpine (best), Kenwood (good), Pioneer (budget) are all companies that make radios with an optional iPod controler.
I have the Alpine CDA-9855. (list $449)
You can go less expensive with the Alpine CDA-9830. (list $249)
Next, you'll need to purchase the iPod adapter.
I have the Alpine KCA-420i
Installation is a breeze on the adapter. Just plug it into the back of the radio, the plug it into your iPod.
Option 2. Select this if you:
1. Want high sound quality
2. Don't want to spend alot of money
3. Don't have an iPod
First, you need to purchase a radio that has "auxiliary input".
Alpine CDE-9845 (list $179)
Then you can use these cables to hook it up to your mp3 player.
The red and white RCA ends go to the back of the radio, the black 1/8th goes to your mp3 player. You will control your mp3 player through the player, not the radio.
Without purchasing a new radio, you've done all you can with the Belkin FM Modulator. That's your least expensive option.