You can only do this if your radio has a line in socket. This might be via a 3.5mm stereo jack or by phono connections.
If it's the latter, you will need a 3.5mm jack to two phono plugs to achieve connection from the headphone socket of your iPod.
You will also need to watch the output volume of your iPod as this can distort at high levels.
I don't think there are iPod to phono cables available, so the above would be the most readily available method.