Re. in-car CD players: One connection is between the headphones output and the cassette, the other between the cigarette lighter and the power input. Both are required, unless you are running on batteries. They both generally come in the one kit, along with a sort of sprung platform to mount it on.

Position the platform somewhere flat and horizontal and buy a player with a long anti-shock time, or the whole plot will be constantly skipping and jumping. Concrete motorway surfaces will make it do this anyway.