Here's a guide on building your own FM transmitter for the Apple iPod shuffle:
I build my own radio-transmitter for my Shuffle, I nicknamed it "iMouse".
It works quite easy, there is a power switch on the bottom to turn it on.
Just press play on the Shuffle and tune your radio to the right frequency.
The range is about 100 to 150 meters.(500 feet)
Now I can enjoy my Shuffle on my car stereo.